# install.packages("tidyverse")
#install.packages(c("forecast", "quantmod","RcppRoll", "rugarch", "fGarch"))
# install.packages(c("fable", "tsibble", "feasts", "keras", "highcharter", "plotly", "dplyr", "lubridate"))
#install.packages("ggplot2")
# install.packages("feasts")
#install.packages("tseries")
# install.packages("urca") # for KPSS
# install.packages("ggcorrplot")
#install.packages("fabletools")
#install.packages("tibble")
#install.packages("RColorBrewer")
#install.packages("reshape2")
#install.packages("tidyr")
#install.packages("xts")
#install.packages("highcharter")
#install.packages("cowplot")
#install.packages("purrr")
#install.packages("lmtest")
#install.packages('slider')
# install.packages(c("caret", "lightgbm"))
#install.packages(c("keras", "randomForest")) Final Project: Stock Market Prediction
Ella Hoang-Simon
Introduction:This project focuses on the analysis and forecasting of stock returns, both at an individual stock level and as part of a self-constructed portfolio. The primary goal is to assess the historical behavior of returns and predict future trends using advanced machine learning techniques.
Importing packages
Installing packages
Loading packages
library(keras)
library(randomForest)randomForest 4.7-1.2Type rfNews() to see new features/changes/bug fixes.library(fabletools)Registered S3 method overwritten by 'tsibble':
method from
as_tibble.grouped_df dplyr
Attaching package: 'fabletools'The following object is masked from 'package:keras':
new_model_classlibrary(ggplot2)
Attaching package: 'ggplot2'The following object is masked from 'package:randomForest':
marginlibrary(lubridate)
Attaching package: 'lubridate'The following objects are masked from 'package:base':
date, intersect, setdiff, unionlibrary(tsibble)
Attaching package: 'tsibble'The following object is masked from 'package:lubridate':
intervalThe following objects are masked from 'package:base':
intersect, setdiff, unionlibrary(dplyr)
Attaching package: 'dplyr'The following object is masked from 'package:randomForest':
combineThe following objects are masked from 'package:stats':
filter, lagThe following objects are masked from 'package:base':
intersect, setdiff, setequal, unionlibrary(ggcorrplot)
library(feasts)
library(urca)
library(tseries)Registered S3 method overwritten by 'quantmod':
method from
as.zoo.data.frame zoo library(tibble)
library(tidyr)
library(reshape2)
Attaching package: 'reshape2'The following object is masked from 'package:tidyr':
smithslibrary(RColorBrewer)
library(highcharter)Highcharts (www.highcharts.com) is a Highsoft software product which isnot free for commercial and Governmental uselibrary(xts)Loading required package: zoo
Attaching package: 'zoo'The following object is masked from 'package:tsibble':
indexThe following objects are masked from 'package:base':
as.Date, as.Date.numeric
######################### Warning from 'xts' package ##########################
# #
# The dplyr lag() function breaks how base R's lag() function is supposed to #
# work, which breaks lag(my_xts). Calls to lag(my_xts) that you type or #
# source() into this session won't work correctly. #
# #
# Use stats::lag() to make sure you're not using dplyr::lag(), or you can add #
# conflictRules('dplyr', exclude = 'lag') to your .Rprofile to stop #
# dplyr from breaking base R's lag() function. #
# #
# Code in packages is not affected. It's protected by R's namespace mechanism #
# Set `options(xts.warn_dplyr_breaks_lag = FALSE)` to suppress this warning. #
# #
###############################################################################
Attaching package: 'xts'The following objects are masked from 'package:dplyr':
first, lastlibrary(cowplot)
Attaching package: 'cowplot'The following object is masked from 'package:lubridate':
stamplibrary(plotly)
Attaching package: 'plotly'The following object is masked from 'package:ggplot2':
last_plotThe following object is masked from 'package:stats':
filterThe following object is masked from 'package:graphics':
layoutlibrary(forecast)
library(purrr)
library(lmtest)
Attaching package: 'lmtest'The following object is masked from 'package:highcharter':
unemploymentlibrary(slider)
library(caret)Loading required package: lattice
Attaching package: 'caret'The following object is masked from 'package:purrr':
liftThe following objects are masked from 'package:fabletools':
MAE, RMSElibrary(lightgbm)
library(tidyverse)── Attaching core tidyverse packages ──────────────────────── tidyverse 2.0.0 ──
✔ forcats 1.0.0 ✔ stringr 1.5.1
✔ readr 2.1.5 ── Conflicts ────────────────────────────────────────── tidyverse_conflicts() ──
✖ dplyr::combine() masks randomForest::combine()
✖ plotly::filter() masks dplyr::filter(), stats::filter()
✖ xts::first() masks dplyr::first()
✖ tsibble::interval() masks lubridate::interval()
✖ dplyr::lag() masks stats::lag()
✖ xts::last() masks dplyr::last()
✖ caret::lift() masks purrr::lift()
✖ ggplot2::margin() masks randomForest::margin()
✖ cowplot::stamp() masks lubridate::stamp()
ℹ Use the conflicted package (<http://conflicted.r-lib.org/>) to force all conflicts to become errorsData Wrangling
Loading the data
load("3_stock_market_prediction.RData") # Loading Data file
stocks <- stocks_clean # Storing data in a variable named stocks
rm(stocks_clean) # Removing original fileDescription of Features
# looking at the first and last observations of the data
head(stocks) | ticker | date | price | market_cap | price_to_book | debt_to_equity | profitability | volatility | revenue | ghg_s1 | ghg_s2 | ghg_s3 | return |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AAON US Equity | 1995-12-31 | 0.5048 | 35.1440 | 2.5948 | 85.9073 | 0.8628 | 71.728 | 14.720 | NA | NA | NA | -0.0980883 |
| AAON US Equity | 1996-01-31 | 0.4719 | 32.8520 | 2.4256 | 85.9073 | 3.0722 | 63.087 | 67.346 | NA | NA | NA | -0.0651743 |
| AAON US Equity | 1996-02-29 | 0.5048 | 35.1440 | 2.5948 | 85.9073 | 3.0722 | 97.639 | 67.346 | NA | NA | NA | 0.0697182 |
| AAON US Equity | 1996-03-31 | 0.4170 | 29.0367 | 2.0805 | 65.1878 | 3.1180 | 100.450 | 13.438 | NA | NA | NA | -0.1739303 |
| AAON US Equity | 1996-04-30 | 0.3841 | 26.7444 | 1.9162 | 65.1878 | 3.1180 | 76.133 | 13.438 | NA | NA | NA | -0.0788969 |
| AAON US Equity | 1996-05-31 | 0.3951 | 27.5445 | 1.9710 | 65.1878 | 3.1180 | 88.304 | 13.438 | NA | NA | NA | 0.0286384 |
tail(stocks) | ticker | date | price | market_cap | price_to_book | debt_to_equity | profitability | volatility | revenue | ghg_s1 | ghg_s2 | ghg_s3 | return |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ZIXI US Equity | 2022-07-29 | 8.485 | 481.8671 | 14.1059 | 146.8623 | -3.7101 | 4.118 | 64.85 | NA | NA | NA | 0 |
| ZIXI US Equity | 2022-08-31 | 8.485 | 481.8671 | 14.1059 | 146.8623 | -3.7101 | 4.118 | 64.85 | NA | NA | NA | 0 |
| ZIXI US Equity | 2022-09-30 | 8.485 | 481.8671 | 14.1059 | NA | NA | 4.118 | NA | NA | NA | NA | 0 |
| ZIXI US Equity | 2022-10-31 | 8.485 | 481.8671 | 14.1059 | NA | NA | 4.118 | NA | NA | NA | NA | 0 |
| ZIXI US Equity | 2022-11-30 | 8.485 | 481.8671 | 14.1059 | NA | NA | 4.118 | NA | NA | NA | NA | 0 |
| ZIXI US Equity | 2022-12-30 | 8.485 | 481.8671 | 14.1059 | NA | NA | 4.118 | NA | NA | NA | NA | 0 |
We can already see some missing values, this will be handled later on.
ticker represents the company’s publicly shares which allows us to identify the company’s performance
date the date the data was taken from. We can see it is in yyyy/mm/dd format. We will adjust this later on. The stocks data is provided once a month, so we see dates occurring on the last day of each month.
price in USD of the stock.
market_cap is the market capitalization which in measured in millions??? Changes in market_cap can reflect how the stock price and potentially the number of outstanding shares evolved over time.
price_to_book is a ratio that compares a company’s current market price per share to its book value per share.
debt_to_equity represents the proportion of a company’s financing that comes from debt compared to equity. This can be important when choosing an investment strategy.
profitability margin represents the measure of a company’s ability to generate profit relative to its revenue.
volatility standard deviation of returns)
revenue is a key metric for evaluating a company’s stock performance and measures the company’s financial health.
ghg_s1-s3 represents scope 1, 2 and 3 of greenhouse gas emissions.
return refers to the profit or loss made by an investor from owning a stock over a specific period. In our case the period of time is one day.
As we can see there are not too many features, but each feature represents important internal and external representations of a stocks financial viability. Thus, they are all relevant to be used in predicting stocks future returns.
# Counting the number of unique tickers
unique(stocks$ticker) [1] "AAON US Equity" "AAPL US Equity" "AB US Equity" "ABM US Equity"
[5] "ABMD US Equity" "ABT US Equity" "ACU US Equity" "ADBE US Equity"
[9] "ADI US Equity" "ADM US Equity" "ADP US Equity" "ADSK US Equity"
[13] "ADX US Equity" "AE US Equity" "AEGN US Equity" "AEM US Equity"
[17] "AEP US Equity" "AES US Equity" "AFG US Equity" "AFL US Equity"
[21] "AGCO US Equity" "AGYS US Equity" "AIG US Equity" "AIN US Equity"
[25] "AIR US Equity" "AIT US Equity" "AJG US Equity" "AJRD US Equity"
[29] "AKR US Equity" "ALCO US Equity" "ALE US Equity" "ALG US Equity"
[33] "ALK US Equity" "ALKS US Equity" "ALL US Equity" "ALX US Equity"
[37] "AMAT US Equity" "AMGN US Equity" "AMS US Equity" "AMSC US Equity"
[41] "AMSWA US Equity" "AMWD US Equity" "AN US Equity" "ANAT US Equity"
[45] "ANDR US Equity" "ANIK US Equity" "AON US Equity" "AOS US Equity"
[49] "AP US Equity" "APA US Equity" "APD US Equity" "APOG US Equity"
[53] "ARCB US Equity" "AROW US Equity" "ARW US Equity" "ASA US Equity"
[57] "ASB US Equity" "ASGN US Equity" "ASH US Equity" "ASTE US Equity"
[61] "ASYS US Equity" "ATNI US Equity" "ATO US Equity" "ATR US Equity"
[65] "ATRI US Equity" "ATRO US Equity" "ATVI US Equity" "AU US Equity"
[69] "AVA US Equity" "AVD US Equity" "AVID US Equity" "AVT US Equity"
[73] "AVY US Equity" "AWR US Equity" "AXP US Equity" "AXR US Equity"
[77] "AZN US Equity" "AZO US Equity" "AZZ US Equity" "B US Equity"
[81] "BA US Equity" "BAC US Equity" "BANF US Equity" "BAX US Equity"
[85] "BBBY US Equity" "BBSI US Equity" "BBVA US Equity" "BBY US Equity"
[89] "BC US Equity" "BCE US Equity" "BCO US Equity" "BCPC US Equity"
[93] "BCS US Equity" "BDL US Equity" "BDN US Equity" "BDX US Equity"
[97] "BEN US Equity" "BERK US Equity" "BFS US Equity" "BH US Equity"
[101] "BHE US Equity" "BHP US Equity" "BIG US Equity" "BIIB US Equity"
[105] "BIO US Equity" "BK US Equity" "BKE US Equity" "BKH US Equity"
[109] "BLX US Equity" "BMI US Equity" "BMTC US Equity" "BMY US Equity"
[113] "BOH US Equity" "BOKF US Equity" "BOOM US Equity" "BP US Equity"
[117] "BPOP US Equity" "BPT US Equity" "BRC US Equity" "BRN US Equity"
[121] "BRO US Equity" "BRT US Equity" "BSET US Equity" "BSX US Equity"
[125] "BWA US Equity" "BXMT US Equity" "C US Equity" "CACC US Equity"
[129] "CACI US Equity" "CAG US Equity" "CAH US Equity" "CAKE US Equity"
[133] "CAL US Equity" "CAMP US Equity" "CAR US Equity" "CASH US Equity"
[137] "CASY US Equity" "CAT US Equity" "CATO US Equity" "CATY US Equity"
[141] "CB US Equity" "CBB US Equity" "CBRL US Equity" "CBSH US Equity"
[145] "CBT US Equity" "CBU US Equity" "CCF US Equity" "CCK US Equity"
[149] "CCL US Equity" "CCU US Equity" "CDE US Equity" "CDNS US Equity"
[153] "CDR US Equity" "CENT US Equity" "CERN US Equity" "CET US Equity"
[157] "CFR US Equity" "CGNX US Equity" "CHCO US Equity" "CHCR US Equity"
[161] "CHD US Equity" "CHDN US Equity" "CHE US Equity" "CHS US Equity"
[165] "CI US Equity" "CIA US Equity" "CINF US Equity" "CKH US Equity"
[169] "CL US Equity" "CLDX US Equity" "CLF US Equity" "CLGX US Equity"
[173] "CLH US Equity" "CLX US Equity" "CMA US Equity" "CMC US Equity"
[177] "CMCSA US Equity" "CMI US Equity" "CMO US Equity" "CMS US Equity"
[181] "CMT US Equity" "CMTL US Equity" "CNA US Equity" "CNBKA US Equity"
[185] "CNMD US Equity" "CNP US Equity" "CNR US Equity" "COHR US Equity"
[189] "COHU US Equity" "COKE US Equity" "COLB US Equity" "COO US Equity"
[193] "COP US Equity" "COST US Equity" "CPB US Equity" "CPF US Equity"
[197] "CPK US Equity" "CPT US Equity" "CR US Equity" "CRK US Equity"
[201] "CRMT US Equity" "CRS US Equity" "CRT US Equity" "CRUS US Equity"
[205] "CRVL US Equity" "CSCO US Equity" "CSL US Equity" "CSWC US Equity"
[209] "CSX US Equity" "CTAS US Equity" "CTB US Equity" "CTBI US Equity"
[213] "CTG US Equity" "CTO US Equity" "CTS US Equity" "CUB US Equity"
[217] "CUZ US Equity" "CVA US Equity" "CVBF US Equity" "CVM US Equity"
[221] "CVR US Equity" "CVS US Equity" "CVU US Equity" "CVX US Equity"
[225] "CW US Equity" "CWT US Equity" "D US Equity" "DBD US Equity"
[229] "DCI US Equity" "DCO US Equity" "DD US Equity" "DDD US Equity"
[233] "DDS US Equity" "DE US Equity" "DGII US Equity" "DHI US Equity"
[237] "DHR US Equity" "DIN US Equity" "DIOD US Equity" "DIS US Equity"
[241] "DLX US Equity" "DORM US Equity" "DOV US Equity" "DRE US Equity"
[245] "DTE US Equity" "DUK US Equity" "DVN US Equity" "DX US Equity"
[249] "DXLG US Equity" "DXR US Equity" "DY US Equity" "EA US Equity"
[253] "EAT US Equity" "EBF US Equity" "EBIX US Equity" "ECL US Equity"
[257] "ECOL US Equity" "ED US Equity" "EFX US Equity" "EGP US Equity"
[261] "EGY US Equity" "EIX US Equity" "ELS US Equity" "EMR US Equity"
[265] "ENB US Equity" "ENZ US Equity" "EOG US Equity" "EQR US Equity"
[269] "EQT US Equity" "ES US Equity" "ESE US Equity" "ESP US Equity"
[273] "ETN US Equity" "ETR US Equity" "EV US Equity" "EXC US Equity"
[277] "EXPD US Equity" "EXPO US Equity" "EZPW US Equity" "F US Equity"
[281] "FARM US Equity" "FAST US Equity" "FBNC US Equity" "FBP US Equity"
[285] "FC US Equity" "FCF US Equity" "FCFS US Equity" "FCNCA US Equity"
[289] "FDX US Equity" "FELE US Equity" "FFBC US Equity" "FHN US Equity"
[293] "FICO US Equity" "FISV US Equity" "FITB US Equity" "FIZZ US Equity"
[297] "FL US Equity" "FLIR US Equity" "FLS US Equity" "FLXS US Equity"
[301] "FMBI US Equity" "FMC US Equity" "FMCC US Equity" "FNB US Equity"
[305] "FNMA US Equity" "FOE US Equity" "FOSL US Equity" "FRD US Equity"
[309] "FRME US Equity" "FRPH US Equity" "FRT US Equity" "FSS US Equity"
[313] "FSTR US Equity" "FUL US Equity" "FULT US Equity" "FUN US Equity"
[317] "FUNC US Equity" "GAM US Equity" "GBCI US Equity" "GCO US Equity"
[321] "GD US Equity" "GE US Equity" "GFF US Equity" "GFI US Equity"
[325] "GGG US Equity" "GHM US Equity" "GIII US Equity" "GILD US Equity"
[329] "GILT US Equity" "GIS US Equity" "GLT US Equity" "GLW US Equity"
[333] "GNTX US Equity" "GPC US Equity" "GPS US Equity" "GPX US Equity"
[337] "GRC US Equity" "GSBC US Equity" "GSK US Equity" "GSS US Equity"
[341] "GT US Equity" "GTY US Equity" "GVA US Equity" "GWW US Equity"
[345] "HAE US Equity" "HAL US Equity" "HAS US Equity" "HBAN US Equity"
[349] "HCSG US Equity" "HD US Equity" "HE US Equity" "HEI US Equity"
[353] "HELE US Equity" "HES US Equity" "HFC US Equity" "HL US Equity"
[357] "HMC US Equity" "HMN US Equity" "HMSY US Equity" "HNI US Equity"
[361] "HOG US Equity" "HOLX US Equity" "HON US Equity" "HOV US Equity"
[365] "HP US Equity" "HPQ US Equity" "HR US Equity" "HRB US Equity"
[369] "HRC US Equity" "HRL US Equity" "HSC US Equity" "HST US Equity"
[373] "HSY US Equity" "HTLD US Equity" "HUM US Equity" "HURC US Equity"
[377] "HVT US Equity" "HWKN US Equity" "HXL US Equity" "IBAL US Equity"
[381] "IBCP US Equity" "IBM US Equity" "ICUI US Equity" "IDA US Equity"
[385] "IDXX US Equity" "IEC US Equity" "IEP US Equity" "IEX US Equity"
[389] "IFF US Equity" "IHC US Equity" "IHT US Equity" "IMCI US Equity"
[393] "IMGN US Equity" "IMKTA US Equity" "IMO US Equity" "INDB US Equity"
[397] "INT US Equity" "INTC US Equity" "INTU US Equity" "IP US Equity"
[401] "IPAR US Equity" "IPG US Equity" "ITIC US Equity" "ITT US Equity"
[405] "ITW US Equity" "JACK US Equity" "JBHT US Equity" "JBL US Equity"
[409] "JBSS US Equity" "JCI US Equity" "JJSF US Equity" "JKHY US Equity"
[413] "JNJ US Equity" "JOE US Equity" "JOUT US Equity" "JPM US Equity"
[417] "JWN US Equity" "K US Equity" "KAI US Equity" "KAMN US Equity"
[421] "KBAL US Equity" "KBH US Equity" "KELYA US Equity" "KEX US Equity"
[425] "KEY US Equity" "KGC US Equity" "KIM US Equity" "KLAC US Equity"
[429] "KMB US Equity" "KMPR US Equity" "KMT US Equity" "KO US Equity"
[433] "KOF US Equity" "KOPN US Equity" "KR US Equity" "KSS US Equity"
[437] "KSU US Equity" "KWR US Equity" "L US Equity" "LANC US Equity"
[441] "LCUT US Equity" "LDL US Equity" "LEE US Equity" "LEG US Equity"
[445] "LEN US Equity" "LFUS US Equity" "LGL US Equity" "LLY US Equity"
[449] "LNC US Equity" "LNN US Equity" "LNT US Equity" "LOW US Equity"
[453] "LPX US Equity" "LRCX US Equity" "LSCC US Equity" "LSTR US Equity"
[457] "LTC US Equity" "LUB US Equity" "LUV US Equity" "LXU US Equity"
[461] "LYTS US Equity" "LZB US Equity" "M US Equity" "MAN US Equity"
[465] "MAS US Equity" "MAT US Equity" "MATX US Equity" "MBI US Equity"
[469] "MCD US Equity" "MCHP US Equity" "MCRI US Equity" "MCS US Equity"
[473] "MCY US Equity" "MDC US Equity" "MDP US Equity" "MDT US Equity"
[477] "MDU US Equity" "MEI US Equity" "MEOH US Equity" "MERC US Equity"
[481] "MGA US Equity" "MGEE US Equity" "MGIC US Equity" "MGM US Equity"
[485] "MGPI US Equity" "MGRC US Equity" "MHK US Equity" "MIDD US Equity"
[489] "MKC US Equity" "MKL US Equity" "MLAB US Equity" "MLI US Equity"
[493] "MMC US Equity" "MMM US Equity" "MMSI US Equity" "MNR US Equity"
[497] "MNRO US Equity" "MNST US Equity" "MO US Equity" "MOD US Equity"
[501] "MOS US Equity" "MOV US Equity" "MRK US Equity" "MRO US Equity"
[505] "MRTN US Equity" "MS US Equity" "MSA US Equity" "MSB US Equity"
[509] "MSEX US Equity" "MSFT US Equity" "MSI US Equity" "MTB US Equity"
[513] "MTG US Equity" "MTH US Equity" "MTR US Equity" "MTRN US Equity"
[517] "MTRX US Equity" "MTSC US Equity" "MTW US Equity" "MTX US Equity"
[521] "MTZ US Equity" "MU US Equity" "MUR US Equity" "MUX US Equity"
[525] "MXIM US Equity" "MYE US Equity" "NASB US Equity" "NATH US Equity"
[529] "NAV US Equity" "NAVB US Equity" "NBR US Equity" "NBTB US Equity"
[533] "NC US Equity" "NDSN US Equity" "NEE US Equity" "NEM US Equity"
[537] "NEN US Equity" "NEOG US Equity" "NEU US Equity" "NFG US Equity"
[541] "NHI US Equity" "NI US Equity" "NIMU US Equity" "NJR US Equity"
[545] "NKE US Equity" "NL US Equity" "NNN US Equity" "NOBH US Equity"
[549] "NOC US Equity" "NPK US Equity" "NR US Equity" "NRIM US Equity"
[553] "NROM US Equity" "NRT US Equity" "NSC US Equity" "NSSC US Equity"
[557] "NTRS US Equity" "NTZ US Equity" "NUE US Equity" "NVO US Equity"
[561] "NVR US Equity" "NWL US Equity" "NWLI US Equity" "NWN US Equity"
[565] "NYT US Equity" "ODC US Equity" "ODFL US Equity" "ODP US Equity"
[569] "OFC US Equity" "OFG US Equity" "OFIX US Equity" "OGE US Equity"
[573] "OHI US Equity" "OI US Equity" "OII US Equity" "OKE US Equity"
[577] "OLN US Equity" "OLP US Equity" "OMC US Equity" "OMI US Equity"
[581] "ONB US Equity" "OPY US Equity" "ORBT US Equity" "ORCL US Equity"
[585] "ORI US Equity" "ORLY US Equity" "OSK US Equity" "OSUR US Equity"
[589] "OTTR US Equity" "OXM US Equity" "OXY US Equity" "PAR US Equity"
[593] "PARD US Equity" "PATK US Equity" "PAYX US Equity" "PBCT US Equity"
[597] "PBI US Equity" "PBT US Equity" "PCAR US Equity" "PCG US Equity"
[601] "PCH US Equity" "PCLB US Equity" "PDCE US Equity" "PDCO US Equity"
[605] "PEBO US Equity" "PEG US Equity" "PEO US Equity" "PEP US Equity"
[609] "PFE US Equity" "PG US Equity" "PGR US Equity" "PH US Equity"
[613] "PHG US Equity" "PHI US Equity" "PHM US Equity" "PII US Equity"
[617] "PKE US Equity" "PKI US Equity" "PKOH US Equity" "PLAB US Equity"
[621] "PLXS US Equity" "PNC US Equity" "PNM US Equity" "PNR US Equity"
[625] "PNW US Equity" "POWL US Equity" "PPC US Equity" "PPG US Equity"
[629] "PPL US Equity" "PRA US Equity" "PRGO US Equity" "PRGS US Equity"
[633] "PRK US Equity" "PSA US Equity" "PSB US Equity" "PTC US Equity"
[637] "PVH US Equity" "PW US Equity" "PZZA US Equity" "QCOM US Equity"
[641] "QDEL US Equity" "QUMU US Equity" "R US Equity" "RAD US Equity"
[645] "RAVN US Equity" "RBC US Equity" "RCKY US Equity" "RCL US Equity"
[649] "RDN US Equity" "REGN US Equity" "RELL US Equity" "RELV US Equity"
[653] "RES US Equity" "REX US Equity" "RF US Equity" "RGA US Equity"
[657] "RGEN US Equity" "RGLD US Equity" "RGR US Equity" "RGS US Equity"
[661] "RHI US Equity" "RIG US Equity" "RIO US Equity" "RJF US Equity"
[665] "RLI US Equity" "RNST US Equity" "ROG US Equity" "ROL US Equity"
[669] "ROP US Equity" "ROST US Equity" "RPM US Equity" "RPT US Equity"
[673] "RRC US Equity" "RRD US Equity" "SAFM US Equity" "SAN US Equity"
[677] "SANM US Equity" "SBCF US Equity" "SBR US Equity" "SBUX US Equity"
[681] "SCHL US Equity" "SCHW US Equity" "SCI US Equity" "SCL US Equity"
[685] "SCVL US Equity" "SCX US Equity" "SEB US Equity" "SEIC US Equity"
[689] "SF US Equity" "SFE US Equity" "SFNC US Equity" "SGA US Equity"
[693] "SHW US Equity" "SIF US Equity" "SIG US Equity" "SIGI US Equity"
[697] "SJI US Equity" "SJM US Equity" "SJT US Equity" "SJW US Equity"
[701] "SKT US Equity" "SKY US Equity" "SKYW US Equity" "SLB US Equity"
[705] "SLGD US Equity" "SLM US Equity" "SM US Equity" "SMG US Equity"
[709] "SMP US Equity" "SMTC US Equity" "SNA US Equity" "SNPS US Equity"
[713] "SNV US Equity" "SO US Equity" "SODI US Equity" "SON US Equity"
[717] "SPB US Equity" "SPXC US Equity" "SQM US Equity" "SRCE US Equity"
[721] "SSL US Equity" "SSP US Equity" "SSY US Equity" "STBA US Equity"
[725] "STC US Equity" "STE US Equity" "STFC US Equity" "STLY US Equity"
[729] "STRL US Equity" "STRS US Equity" "STT US Equity" "SUP US Equity"
[733] "SWK US Equity" "SWKS US Equity" "SWN US Equity" "SWX US Equity"
[737] "SXI US Equity" "SXT US Equity" "SYK US Equity" "SYY US Equity"
[741] "T US Equity" "TAP US Equity" "TARO US Equity" "TCBK US Equity"
[745] "TCI US Equity" "TDS US Equity" "TECH US Equity" "TEF US Equity"
[749] "TER US Equity" "TEVA US Equity" "TEX US Equity" "TFX US Equity"
[753] "TG US Equity" "TGA US Equity" "TGB US Equity" "TGNA US Equity"
[757] "TGT US Equity" "THC US Equity" "THFF US Equity" "THO US Equity"
[761] "THRM US Equity" "TILE US Equity" "TISI US Equity" "TJX US Equity"
[765] "TKR US Equity" "TM US Equity" "TMO US Equity" "TMP US Equity"
[769] "TNC US Equity" "TOL US Equity" "TPC US Equity" "TPL US Equity"
[773] "TR US Equity" "TRC US Equity" "TREC US Equity" "TRIB US Equity"
[777] "TRMB US Equity" "TRMK US Equity" "TRN US Equity" "TROW US Equity"
[781] "TRP US Equity" "TRST US Equity" "TRV US Equity" "TRXC US Equity"
[785] "TSN US Equity" "TTC US Equity" "TTEK US Equity" "TTI US Equity"
[789] "TWI US Equity" "TWIN US Equity" "TXN US Equity" "TXT US Equity"
[793] "TYL US Equity" "UBSI US Equity" "UDR US Equity" "UEIC US Equity"
[797] "UFCS US Equity" "UFI US Equity" "UFS US Equity" "UGI US Equity"
[801] "UHS US Equity" "UHT US Equity" "UIS US Equity" "UL US Equity"
[805] "UMBF US Equity" "UMH US Equity" "UNF US Equity" "UNH US Equity"
[809] "UNM US Equity" "UNP US Equity" "USAK US Equity" "USB US Equity"
[813] "USM US Equity" "USPH US Equity" "UTL US Equity" "UTMD US Equity"
[817] "UUU US Equity" "UVV US Equity" "VAR US Equity" "VASO US Equity"
[821] "VFC US Equity" "VGR US Equity" "VGZ US Equity" "VHI US Equity"
[825] "VICR US Equity" "VIVO US Equity" "VLGEA US Equity" "VLY US Equity"
[829] "VMC US Equity" "VMI US Equity" "VNO US Equity" "VOXX US Equity"
[833] "VRTX US Equity" "VSEC US Equity" "VSH US Equity" "VTR US Equity"
[837] "VVI US Equity" "VZ US Equity" "WABC US Equity" "WAFD US Equity"
[841] "WASH US Equity" "WBA US Equity" "WBK US Equity" "WBS US Equity"
[845] "WDC US Equity" "WDFC US Equity" "WEC US Equity" "WEN US Equity"
[849] "WERN US Equity" "WEYS US Equity" "WFC US Equity" "WGO US Equity"
[853] "WHR US Equity" "WIRE US Equity" "WM US Equity" "WMB US Equity"
[857] "WMK US Equity" "WMT US Equity" "WNC US Equity" "WOR US Equity"
[861] "WPP US Equity" "WRB US Equity" "WRI US Equity" "WRLD US Equity"
[865] "WSBC US Equity" "WSFS US Equity" "WSM US Equity" "WSO US Equity"
[869] "WST US Equity" "WTM US Equity" "WTS US Equity" "WTT US Equity"
[873] "WWW US Equity" "WY US Equity" "X US Equity" "XEL US Equity"
[877] "XLNX US Equity" "XOM US Equity" "XRAY US Equity" "XRX US Equity"
[881] "Y US Equity" "YPF US Equity" "ZBRA US Equity" "ZION US Equity"
[885] "ZIXI US Equity" There are 886 different companies represented.
Shape and Distribution of the Dataset
# getting the shape and date type.
str(stocks)tibble [289,271 × 13] (S3: tbl_df/tbl/data.frame)
$ ticker : chr [1:289271] "AAON US Equity" "AAON US Equity" "AAON US Equity" "AAON US Equity" ...
$ date : Date[1:289271], format: "1995-12-31" "1996-01-31" ...
$ price : num [1:289271] 0.505 0.472 0.505 0.417 0.384 ...
$ market_cap : num [1:289271] 35.1 32.9 35.1 29 26.7 ...
$ price_to_book : num [1:289271] 2.59 2.43 2.59 2.08 1.92 ...
$ debt_to_equity: num [1:289271] 85.9 85.9 85.9 65.2 65.2 ...
$ profitability : num [1:289271] 0.863 3.072 3.072 3.118 3.118 ...
$ volatility : num [1:289271] 71.7 63.1 97.6 100.5 76.1 ...
$ revenue : num [1:289271] 14.7 67.3 67.3 13.4 13.4 ...
$ ghg_s1 : num [1:289271] NA NA NA NA NA NA NA NA NA NA ...
$ ghg_s2 : num [1:289271] NA NA NA NA NA NA NA NA NA NA ...
$ ghg_s3 : num [1:289271] NA NA NA NA NA NA NA NA NA NA ...
$ return : num [1:289271] -0.0981 -0.0652 0.0697 -0.1739 -0.0789 ...We can confirm that we in fact have 13 features and 289,271 rows. We have one categorical column, ticker. One date column, date, and the rest are all quantitative continuous variables. Our date column should be adjusted to a standardized format and to date data type.
# looking at the distribution of the quantitative variables
summary(stocks) ticker date price market_cap
Length:289271 Min. :1995-12-29 Min. : 0.00 Min. : 0.0
Class :character 1st Qu.:2002-10-31 1st Qu.: 12.37 1st Qu.: 427.9
Mode :character Median :2009-08-31 Median : 24.60 Median : 1783.9
Mean :2009-08-16 Mean : 47.52 Mean : 14358.9
3rd Qu.:2016-06-30 3rd Qu.: 45.85 3rd Qu.: 8226.0
Max. :2023-03-31 Max. :5908.87 Max. :2913283.9
NA's :4000
price_to_book debt_to_equity profitability volatility
Min. :0.00e+00 Min. : 0.0 Min. :-3300700 Min. : 0.00
1st Qu.:1.32e+00 1st Qu.: 18.6 1st Qu.: 3 1st Qu.: 21.70
Median :2.04e+00 Median : 52.9 Median : 7 Median : 30.71
Mean :6.92e+00 Mean : 203.0 Mean : -238 Mean : 39.13
3rd Qu.:3.42e+00 3rd Qu.: 107.6 3rd Qu.: 15 3rd Qu.: 45.38
Max. :1.24e+05 Max. :1188136.9 Max. : 370300 Max. :5137.32
NA's :20153 NA's :10088 NA's :6102 NA's :187
revenue ghg_s1 ghg_s2 ghg_s3
Min. : -27966 Min. : 0.00 Min. : 0.00 Min. : 0.0
1st Qu.: 100 1st Qu.: 31.29 1st Qu.: 66.94 1st Qu.: 54.9
Median : 444 Median : 212.20 Median : 279.61 Median : 549.5
Mean : 19534 Mean : 5209.68 Mean : 1138.86 Mean : 30353.2
3rd Qu.: 2089 3rd Qu.: 2140.41 3rd Qu.: 1000.00 3rd Qu.: 9130.0
Max. :31379507 Max. :145500.00 Max. :29000.00 Max. :1169970.0
NA's :5105 NA's :251696 NA's :253554 NA's :264867
return
Min. :-0.999900
1st Qu.:-0.046077
Median : 0.007165
Mean : 0.011707
3rd Qu.: 0.061672
Max. : 4.140351
Remarks: Missing values and high skewness in emissions data could limit their utility unless imputed or transformed. There are very large ranges in columns such as Revenue, Market_cap, profitability. Some variabels have negative values which will be further investigated (as it can impact our analysis).
# adjust formatting of the date column to be standardized (day/month/year)
stocks$date <- as.Date(stocks$date, format = "%d/%m/%Y")I will create factors from my ticker, so that they will be numeric in modeling yet retain its categorical nature.
# saving the ticker column as factor
stocks$ticker <- as.factor(stocks$ticker)
# ensuring that ticker is now factorized
str(stocks)tibble [289,271 × 13] (S3: tbl_df/tbl/data.frame)
$ ticker : Factor w/ 885 levels "AAON US Equity",..: 1 1 1 1 1 1 1 1 1 1 ...
$ date : Date[1:289271], format: "1995-12-31" "1996-01-31" ...
$ price : num [1:289271] 0.505 0.472 0.505 0.417 0.384 ...
$ market_cap : num [1:289271] 35.1 32.9 35.1 29 26.7 ...
$ price_to_book : num [1:289271] 2.59 2.43 2.59 2.08 1.92 ...
$ debt_to_equity: num [1:289271] 85.9 85.9 85.9 65.2 65.2 ...
$ profitability : num [1:289271] 0.863 3.072 3.072 3.118 3.118 ...
$ volatility : num [1:289271] 71.7 63.1 97.6 100.5 76.1 ...
$ revenue : num [1:289271] 14.7 67.3 67.3 13.4 13.4 ...
$ ghg_s1 : num [1:289271] NA NA NA NA NA NA NA NA NA NA ...
$ ghg_s2 : num [1:289271] NA NA NA NA NA NA NA NA NA NA ...
$ ghg_s3 : num [1:289271] NA NA NA NA NA NA NA NA NA NA ...
$ return : num [1:289271] -0.0981 -0.0652 0.0697 -0.1739 -0.0789 ...To best handle temporal data, I will turn the data into a tsibble object. In this structure, the data will be indexed by time(day, month, year).
# Ensure your tsibble is correctly indexed
stocks <- as_tsibble(stocks, index = date, key = ticker)# Ensuring that my variable stocks is in fact a tsibble object
class(stocks)[1] "tbl_ts" "tbl_df" "tbl" "data.frame"# Confirming that the key is ticker
key(stocks)[[1]]
ticker- Our Dataset has been correctly converted into a tsibble (tbl_ts) which is a time-series tibble.
- The Dataset is now indexed by ‘date’, which correctly sets the Dataset up for future time-series analysis. The key confirmed as the ‘ticker’.
Univariate Analysis
Distribution Analysis
To better understand the distribution of each feature, I will plot histograms. I will not plot the distribution of the ghg variables due to missing values (covered in a future section). Instead I will rely on the previous summary that was given.
# Calculate median for price, volatility since the histogram is VERY distributed
median_price <- median(stocks$price, na.rm = TRUE) # dropping NA just for the purpose of plotting
median_vol <- median(stocks$volatility, na.rm = TRUE)
median_mc <- median(stocks$market_cap, na.rm = TRUE)
median_btm <- median(stocks$market_cap, na.rm = TRUE)
median_dte <- median(stocks$debt_to_equity, na.rm = TRUE)
median_rev <- median(stocks$revenue, na.rm = TRUE)
median_prof <- median(stocks$profitability, na.rm = TRUE)
hist_return <- ggplot(stocks, aes(x = return)) + # Creating first graph for returns
geom_histogram(binwidth = 0.75, fill = "darkblue", color = "black") + # Adjusting fill, outline and bin width
stat_bin(binwidth = 0.75, geom = "text", aes(label = after_stat(count)), vjust = -0.5, color = "black") +
labs(title = "Histogram of Returns", y = "", x = "") + # Add title, remove x and y axis
theme_minimal() +
theme(plot.title = element_text(face = "bold", hjust = 0.5),
panel.background = element_rect(fill = "white"), # Panel background is white
plot.background = element_rect(fill = "white")) + # Entire plot background is white
scale_x_continuous(labels = scales::comma) + # Expands and formats x-axis labels
scale_y_continuous(labels = scales::comma) # Expands and formats y-axis labels
hist_price <- ggplot(stocks, aes(x = price)) + # Creating graph for price
geom_histogram(binwidth = 100, fill = "darkblue", color = "black") +
geom_vline(aes(xintercept = median_price), color = "red", linetype = "dashed", size = .75) + # Add median line
labs(title = "Histogram of Price", y = "", x = "") +
theme_minimal() +
theme(plot.title = element_text(face = "bold", hjust = 0.5),
panel.background = element_rect(fill = "white"),
plot.background = element_rect(fill = "white") +
scale_x_continuous(labels = scales::comma) +
scale_y_continuous(labels = scales::comma)) Warning: Using `size` aesthetic for lines was deprecated in ggplot2 3.4.0.
ℹ Please use `linewidth` instead.hist_vol <- ggplot(stocks, aes(x = volatility)) + # Creating graph for volatility
geom_histogram(binwidth = 150, fill = "darkblue", color = "black") +
geom_vline(aes(xintercept = median_vol), color = "red", linetype = "dashed", size = .75) + # Add median line
stat_bin(binwidth = 150, geom = "text", aes(label = after_stat(count)), vjust = -0.5, color = "black", size = 2.75) +
labs(title = "Histogram of Volatility", y = "", x = "") + # Add title, remove x and y axis
theme_minimal() +
theme(plot.title = element_text(face = "bold", hjust = 0.5),
panel.background = element_rect(fill = "white"),
plot.background = element_rect(fill = "white")) +
scale_x_continuous(labels = scales::comma) +
scale_y_continuous(labels = scales::comma)
hist_mc <- ggplot(stocks, aes(x = market_cap)) + # Creating graph for market cap
geom_histogram(binwidth = 100000, fill = "darkblue", color = "black") +
geom_vline(aes(xintercept = median_mc), color = "red", linetype = "dashed", size = .75) + # Add median line
stat_bin(binwidth = 100000, geom = "text", aes(label = after_stat(count)), vjust = -0.5, color = "black", size = 2.75) +
labs(title = "Histogram of Market Capitalization", y = "", x = "") +
theme_minimal() +
theme(plot.title = element_text(face = "bold", hjust = 0.5),
panel.background = element_rect(fill = "white"),
plot.background = element_rect(fill = "white")) +
scale_x_continuous(labels = scales::comma) +
scale_y_continuous(labels = scales::comma)
hist_btm <- ggplot(stocks, aes(x = price_to_book)) + # Creating graph for price to book
geom_histogram(binwidth = 10000, fill = "darkblue", color = "black") +
geom_vline(aes(xintercept = median_btm), color = "red", linetype = "dashed", size = .75) +
stat_bin(binwidth = 10000, geom = "text", aes(label = after_stat(count)), vjust = -0.5, color = "black", size = 2.75) +
labs(title = "Histogram of Price to Book", y = "", x = "") +
theme_minimal() +
theme(plot.title = element_text(face = "bold", hjust = 0.5),
panel.background = element_rect(fill = "white"),
plot.background = element_rect(fill = "white")) +
scale_x_continuous(labels = scales::comma) +
scale_y_continuous(labels = scales::comma)
hist_dte <- ggplot(stocks, aes(x = debt_to_equity)) + # Creating debt to equity graph
geom_histogram(binwidth = 100000, fill = "darkblue", color = "black") +
geom_vline(aes(xintercept = median_dte), color = "red", linetype = "dashed", size = .75) +
stat_bin(binwidth = 100000, geom = "text", aes(label = after_stat(count)), vjust = -0.5, color = "black", size = 2.75) +
labs(title = "Histogram of Debt to Equity", y = "", x = "") +
theme_minimal() +
theme(plot.title = element_text(face = "bold", hjust = 0.5),
panel.background = element_rect(fill = "white"),
plot.background = element_rect(fill = "white")) +
scale_x_continuous(labels = scales::comma) +
scale_y_continuous(labels = scales::comma)
hist_rev <- ggplot(stocks, aes(x = revenue)) + # creating revenue graph
geom_histogram(binwidth = 1005000, fill = "darkblue", color = "black") +
geom_vline(aes(xintercept = median_rev), color = "red", linetype = "dashed", size = .75) +
stat_bin(binwidth = 1005000, geom = "text", aes(label = after_stat(count)), vjust = -0.5, color = "black", size = 2.75) +
labs(title = "Histogram of Revenue", y = "", x = "") +
theme_minimal() +
theme(plot.title = element_text(face = "bold", hjust = 0.5),
panel.background = element_rect(fill = "white"),
plot.background = element_rect(fill = "white")) +
scale_x_continuous(labels = scales::comma) +
scale_y_continuous(labels = scales::comma)
hist_p <- ggplot(stocks, aes(x = profitability)) + # creating revenue graph
geom_histogram(binwidth = 100000, fill = "darkblue", color = "black") + # Adjusting fill, outline and bin width
geom_vline(aes(xintercept = median_prof), color = "red", linetype = "dashed", size = .75) + # Add median line
stat_bin(binwidth = 100000, geom = "text", aes(label = after_stat(count)), vjust = -0.5, color = "black", size = 2.75) +
labs(title = "Histogram of Profitability", y = "", x = "") + # Add title, remove x and y axis
theme_minimal() +
theme(plot.title = element_text(face = "bold", hjust = 0.5),
panel.background = element_rect(fill = "white"),
plot.background = element_rect(fill = "white"))+
scale_x_continuous(labels = scales::comma) + # Expands and formats x-axis labels
scale_y_continuous(labels = scales::comma) # Expands and formats y-axis labels
cowplot::save_plot("histograms.png",
plot_grid(hist_p, hist_rev, hist_dte, hist_btm, hist_mc, hist_return, hist_price, hist_vol,
ncol = 2, nrow = 4),
base_width = 15, base_height = 50,
limitsize = FALSE) Warning: Removed 6102 rows containing non-finite outside the scale range
(`stat_bin()`).Warning: Removed 6102 rows containing non-finite outside the scale range
(`stat_bin()`).Warning: Removed 5105 rows containing non-finite outside the scale range (`stat_bin()`).
Removed 5105 rows containing non-finite outside the scale range (`stat_bin()`).Warning: Removed 10088 rows containing non-finite outside the scale range
(`stat_bin()`).
Removed 10088 rows containing non-finite outside the scale range
(`stat_bin()`).Warning: Removed 20153 rows containing non-finite outside the scale range
(`stat_bin()`).
Removed 20153 rows containing non-finite outside the scale range
(`stat_bin()`).Warning: Removed 4000 rows containing non-finite outside the scale range (`stat_bin()`).
Removed 4000 rows containing non-finite outside the scale range (`stat_bin()`).Warning: Removed 187 rows containing non-finite outside the scale range (`stat_bin()`).
Removed 187 rows containing non-finite outside the scale range (`stat_bin()`).plot_grid(hist_p, hist_rev, hist_dte, hist_btm, nrow = 4) # plotting separately for space purposes, a better view can be seen on the saved imageWarning: Removed 6102 rows containing non-finite outside the scale range
(`stat_bin()`).Warning: Removed 6102 rows containing non-finite outside the scale range
(`stat_bin()`).Warning: Removed 5105 rows containing non-finite outside the scale range (`stat_bin()`).
Removed 5105 rows containing non-finite outside the scale range (`stat_bin()`).Warning: Removed 10088 rows containing non-finite outside the scale range
(`stat_bin()`).
Removed 10088 rows containing non-finite outside the scale range
(`stat_bin()`).Warning: Removed 20153 rows containing non-finite outside the scale range
(`stat_bin()`).
Removed 20153 rows containing non-finite outside the scale range
(`stat_bin()`).
plot_grid(hist_mc, hist_return, hist_price, hist_vol, nrow = 4)Warning: Removed 4000 rows containing non-finite outside the scale range
(`stat_bin()`).Warning: Removed 4000 rows containing non-finite outside the scale range
(`stat_bin()`).Warning: Removed 187 rows containing non-finite outside the scale range (`stat_bin()`).
Removed 187 rows containing non-finite outside the scale range (`stat_bin()`).
Will delete all the saved histograms to clear the environment.
rm(hist_btm, hist_dte, hist_mc, hist_p, hist_price, hist_return, hist_rev, hist_vol, median_btm, median_dte, median_mc, median_price, median_rev, median_prof, median_vol)Bivariate Analysis
Correlation Analysis
# Saving a list of quantitative variables into a variable named 'quantitative_cols'
quantitative_cols <- c("price", "return", "volatility", "revenue", "profitability", "ghg_s1", "ghg_s2", "ghg_s3", "market_cap", "price_to_book","debt_to_equity")# Create correlation matrix - specifying Spearman because it is non-parametric and doesn't assume linearity.
cor_matrix <- cor(stocks[, quantitative_cols], use = "pairwise.complete.obs", method = "spearman")
# Plot the correlation matrix
ggcorrplot(cor_matrix,
lab = TRUE, # Add annotations
lab_size = 3) + # changing annotation font size
labs(title = "Spearman Correlation Heatmap") # Adding title
The green house gas emission variables are moderately positively correlated with each other. Market_cap and revenue and price are highly correlated. The ghg variables have virtually no effect on the returns variable. This makes sense because these values are inherently related to the price of a share.
Examining maximum and minimum returns for each ticker
In order to determine the best investment strategy, I would like to look at how certain companies returns perform over time. This may give a helpful indication of which companies are relative stable or less prone to economic events.
# Summarize top 10 highest and lowest returns for each ticker for each year
stocks <- stocks |> mutate(year = year(date)) # Adding a new column 'year' with the year
highest_returns_by_year <- stocks |> # using stocks tsibble
group_by(year, ticker) |> # Grouping by year and ticker
summarize(highest_return = max(return),.groups = 'drop') |> # Aggregating by max return and resetting the grouping structure after summarizing
group_by(year) |> # grouping the summarized data by year
top_n(10, highest_return) |> # top 10 tickers with the highest returns
arrange(year, desc(highest_return)) # ordering the result by year, then returns in ascending order
lowest_returns_by_year <- stocks |> # repeating the same process as above but with the top 10 lowest returns and their ticker each year
group_by(year, ticker) |>
summarize(lowest_return = min(return),.groups = 'drop') |>
group_by(year) |>
top_n(10, -lowest_return) |>
arrange(year, lowest_return) # Ascending order
# Show results
print(highest_returns_by_year)# A tsibble: 290 x 4 [1D]
# Key: year, ticker [253]
# Groups: year [29]
year ticker date highest_return
<dbl> <fct> <date> <dbl>
1 1995 TRIB US Equity 1995-12-29 0.722
2 1995 RELV US Equity 1995-12-31 0.619
3 1995 IMGN US Equity 1995-12-31 0.5
4 1995 ICUI US Equity 1995-12-31 0.462
5 1995 QUMU US Equity 1995-12-31 0.452
6 1995 PDCE US Equity 1995-12-31 0.444
7 1995 AZZ US Equity 1995-12-29 0.429
8 1995 BIIB US Equity 1995-12-31 0.418
9 1995 OSUR US Equity 1995-12-31 0.404
10 1995 UTMD US Equity 1995-12-31 0.355
# ℹ 280 more rowsprint(lowest_returns_by_year)# A tsibble: 290 x 4 [1D]
# Key: year, ticker [264]
# Groups: year [29]
year ticker date lowest_return
<dbl> <fct> <date> <dbl>
1 1995 AVID US Equity 1995-12-31 -0.521
2 1995 JBL US Equity 1995-12-29 -0.458
3 1995 ATVI US Equity 1995-12-29 -0.376
4 1995 CRUS US Equity 1995-12-30 -0.319
5 1995 IMCI US Equity 1995-12-31 -0.318
6 1995 TGA US Equity 1995-12-29 -0.273
7 1995 MU US Equity 1995-12-29 -0.270
8 1995 KLAC US Equity 1995-12-31 -0.245
9 1995 DIOD US Equity 1995-12-31 -0.236
10 1995 EA US Equity 1995-12-31 -0.234
# ℹ 280 more rowsI will graph the results for to look at overall patterns.
# Combine the highest and lowest returns dataframes
combined_returns <- bind_rows(
highest_returns_by_year |>
mutate(return_type = "Highest Return", return_value = highest_return) |>
select(year, ticker, return_type, return_value),
lowest_returns_by_year |>
mutate(return_type = "Lowest Return", return_value = lowest_return) |>
select(year, ticker, return_type, return_value)
)
# Create a side-by-side bar plot with ticker names
plot_ly(
data = combined_returns,
x = ~factor(year),
y = ~return_value,
color = ~return_type,
text = ~ticker, # Add ticker names as text labels
hoverinfo = 'text+y', # Display ticker and return value in hover
type = 'bar',
barmode = 'group', # Choosing side by side bar plots
colors = c("green", "red") # Value indication coloring
) |>
layout(
title = "Top 10 Highest and Lowest Returns by Year",
xaxis = list(title = "Year"),
yaxis = list(title = "Return"),
legend = list(title = list(text = "Return Type"))
)Warning: 'bar' objects don't have these attributes: 'barmode'
Valid attributes include:
'_deprecated', 'alignmentgroup', 'base', 'basesrc', 'cliponaxis', 'constraintext', 'customdata', 'customdatasrc', 'dx', 'dy', 'error_x', 'error_y', 'hoverinfo', 'hoverinfosrc', 'hoverlabel', 'hovertemplate', 'hovertemplatesrc', 'hovertext', 'hovertextsrc', 'ids', 'idssrc', 'insidetextanchor', 'insidetextfont', 'legendgroup', 'legendgrouptitle', 'legendrank', 'marker', 'meta', 'metasrc', 'name', 'offset', 'offsetgroup', 'offsetsrc', 'opacity', 'orientation', 'outsidetextfont', 'selected', 'selectedpoints', 'showlegend', 'stream', 'text', 'textangle', 'textfont', 'textposition', 'textpositionsrc', 'textsrc', 'texttemplate', 'texttemplatesrc', 'transforms', 'type', 'uid', 'uirevision', 'unselected', 'visible', 'width', 'widthsrc', 'x', 'x0', 'xaxis', 'xcalendar', 'xhoverformat', 'xperiod', 'xperiod0', 'xperiodalignment', 'xsrc', 'y', 'y0', 'yaxis', 'ycalendar', 'yhoverformat', 'yperiod', 'yperiod0', 'yperiodalignment', 'ysrc', 'key', 'set', 'frame', 'transforms', '_isNestedKey', '_isSimpleKey', '_isGraticule', '_bbox'
Warning: 'bar' objects don't have these attributes: 'barmode'
Valid attributes include:
'_deprecated', 'alignmentgroup', 'base', 'basesrc', 'cliponaxis', 'constraintext', 'customdata', 'customdatasrc', 'dx', 'dy', 'error_x', 'error_y', 'hoverinfo', 'hoverinfosrc', 'hoverlabel', 'hovertemplate', 'hovertemplatesrc', 'hovertext', 'hovertextsrc', 'ids', 'idssrc', 'insidetextanchor', 'insidetextfont', 'legendgroup', 'legendgrouptitle', 'legendrank', 'marker', 'meta', 'metasrc', 'name', 'offset', 'offsetgroup', 'offsetsrc', 'opacity', 'orientation', 'outsidetextfont', 'selected', 'selectedpoints', 'showlegend', 'stream', 'text', 'textangle', 'textfont', 'textposition', 'textpositionsrc', 'textsrc', 'texttemplate', 'texttemplatesrc', 'transforms', 'type', 'uid', 'uirevision', 'unselected', 'visible', 'width', 'widthsrc', 'x', 'x0', 'xaxis', 'xcalendar', 'xhoverformat', 'xperiod', 'xperiod0', 'xperiodalignment', 'xsrc', 'y', 'y0', 'yaxis', 'ycalendar', 'yhoverformat', 'yperiod', 'yperiod0', 'yperiodalignment', 'ysrc', 'key', 'set', 'frame', 'transforms', '_isNestedKey', '_isSimpleKey', '_isGraticule', '_bbox'This bar graph shows a stacked bar graph for the data queried int he previous chunk. We observe the top 10 highest and lowest stops and the whole bar depicting the sum of that groups returns. From this we can see multiple tickers that appear in both the top 10 highest and lowest. This asserts a high level of volatility, which is not what we want for our portfolio. Additionally we can get a better idea of which tickers are more susceptible to negative economic events while some are less. After COVID-19, we can see that there are significant spikes in returns as well as significant decreases. Regarding a trading strategy, adding one of the companies that did well during COVID-19 may assert a resistance to some of the external factors.
Analysis of Covariance
In order to have a better idea of which stocks will best represent the market in different ways, covariance needs to be analyzed.
I will use the top 10 performing stocks from the years 1995- 2022 and analyze the covariance between these top performing stocks.
# Getting a list of the unique tickers from the 'highest_returns_by_year' DataFrame
top_tickers <- highest_returns_by_year |> # Saving into a variable named 'top_tickers'
pull(ticker) |> # Extract ticker column
unique() # Return unique values from extracted column
print(top_tickers) # Print the unique tickers [1] TRIB US Equity RELV US Equity IMGN US Equity ICUI US Equity
[5] QUMU US Equity PDCE US Equity AZZ US Equity BIIB US Equity
[9] OSUR US Equity UTMD US Equity NIMU US Equity EGY US Equity
[13] GSS US Equity TREC US Equity CVM US Equity CLH US Equity
[17] CVU US Equity SODI US Equity ANDR US Equity BXMT US Equity
[21] CVA US Equity PLXS US Equity STRL US Equity DXLG US Equity
[25] UUU US Equity THRM US Equity GIII US Equity ZIXI US Equity
[29] VGR US Equity LRCX US Equity PARD US Equity DIOD US Equity
[33] AMSWA US Equity ASYS US Equity REGN US Equity ORBT US Equity
[37] RGEN US Equity ALKS US Equity IBAL US Equity IEC US Equity
[41] CHCR US Equity CCK US Equity SCI US Equity WDC US Equity
[45] IMCI US Equity VGZ US Equity NAVB US Equity GLW US Equity
[49] MTZ US Equity BOOM US Equity MNST US Equity VSEC US Equity
[53] MUX US Equity NROM US Equity SIF US Equity VASO US Equity
[57] GHM US Equity THC US Equity PLAB US Equity MBI US Equity
[61] RDN US Equity STC US Equity INT US Equity MERC US Equity
[65] FMCC US Equity MGM US Equity AIG US Equity FNMA US Equity
[69] WNC US Equity OFG US Equity DIN US Equity MGIC US Equity
[73] SSY US Equity SLGD US Equity FBP US Equity OLP US Equity
[77] IBCP US Equity BRN US Equity DDD US Equity AXR US Equity
[81] PATK US Equity LEE US Equity CLDX US Equity ARCB US Equity
[85] WTT US Equity CRK US Equity TTI US Equity SKY US Equity
[89] LXU US Equity SM US Equity NC US Equity VHI US Equity
[93] TGB US Equity DXR US Equity FOSL US Equity AMSC US Equity
[97] HOV US Equity DBD US Equity SUP US Equity NTZ US Equity
[101] APA US Equity RIG US Equity RRC US Equity IHT US Equity
[105] STFC US Equity TISI US Equity USAK US Equity BBBY US Equity
[109] RGS US Equity BPT US Equity OII US Equity ENZ US Equity
[113] KBAL US Equity GLT US Equity MTW US Equity SMG US Equity
885 Levels: AAON US Equity AAPL US Equity AB US Equity ... ZIXI US Equity117 unique tickers are in the top 10 returns across the 27 year period. Now, I will analyze the covariance between these stocks to create a diversified portfolio.
# Filter for top tickers and select only date, ticker, and return columns
filtered_returns <- stocks |>
filter(ticker %in% top_tickers) |>
select(date, ticker, return) |>
na.omit() # Remove rows with NA values in the return column
# Pivot the data to wide format
wide_returns <- filtered_returns |>
pivot_wider(names_from = ticker, values_from = return)
# checking that all columns are numeric
wide_returns <- wide_returns |>
mutate(across(where(is.numeric), as.numeric))
# Remove rows with any NA values
wide_returns <- na.omit(wide_returns)
# Check the data
print(wide_returns)# A tsibble: 231 x 117 [1D]
date `AIG US Equity` `ALKS US Equity` `AMSC US Equity`
<date> <dbl> <dbl> <dbl>
1 1996-01-31 0.0473 0.244 -0.0517
2 1996-02-29 0 0 -0.0545
3 1996-04-30 -0.0240 0.192 0.0268
4 1996-05-31 0.0315 0.431 -0.0261
5 1996-07-31 -0.0456 0.0102 -0.184
6 1996-09-30 0.0605 0.179 -0.0169
7 1996-10-31 0.0782 -0.152 -0.147
8 1996-12-31 -0.0587 0.646 -0.0341
9 1997-01-31 0.119 0 0.0118
10 1997-02-28 -0.00103 0.0699 -0.0814
# ℹ 221 more rows
# ℹ 113 more variables: `AMSWA US Equity` <dbl>, `ANDR US Equity` <dbl>,
# `APA US Equity` <dbl>, `ARCB US Equity` <dbl>, `ASYS US Equity` <dbl>,
# `AXR US Equity` <dbl>, `AZZ US Equity` <dbl>, `BBBY US Equity` <dbl>,
# `BIIB US Equity` <dbl>, `BOOM US Equity` <dbl>, `BPT US Equity` <dbl>,
# `BRN US Equity` <dbl>, `BXMT US Equity` <dbl>, `CCK US Equity` <dbl>,
# `CHCR US Equity` <dbl>, `CLDX US Equity` <dbl>, `CLH US Equity` <dbl>, …# Step 3: Initialize the covariance matrix
num_tickers <- ncol(wide_returns) - 1 # Exclude the date column
cov_matrix <- matrix(0, nrow = num_tickers, ncol = num_tickers)
# Step 4: Calculate the covariance for each pair of tickers
for (i in 1:num_tickers) {
for (j in 1:num_tickers) {
X <- wide_returns[[i + 1]] # adding 1 to skip the date column
Y <- wide_returns[[j + 1]]
mean_X <- mean(X)
mean_Y <- mean(Y)
n <- length(X)
cov_XY <- sum((X - mean_X) * (Y - mean_Y)) / (n - 1)
cov_matrix[i, j] <- cov_XY
if (i != j) {
cov_matrix[j, i] <- cov_XY # Covariance is symmetric
}
}
}
# Add the wide return column names to the matrix
ticker_names <- colnames(wide_returns)[-1] # Excluding the date column
dimnames(cov_matrix) <- list(ticker_names, ticker_names)
# Printing the covariance matrix
print(cov_matrix) AIG US Equity ALKS US Equity AMSC US Equity AMSWA US Equity
AIG US Equity 0.0482380562 2.923490e-05 4.449612e-03 0.0041765018
ALKS US Equity 0.0000292349 4.275539e-02 1.980038e-02 0.0062693009
AMSC US Equity 0.0044496119 1.980038e-02 5.329506e-02 0.0102644253
AMSWA US Equity 0.0041765018 6.269301e-03 1.026443e-02 0.0267050049
ANDR US Equity 0.0019477217 9.733688e-03 1.366073e-02 0.0051317882
APA US Equity 0.0064961474 3.484436e-03 5.212247e-03 0.0020442410
ARCB US Equity 0.0060645912 -1.956323e-04 3.445408e-03 0.0038423584
ASYS US Equity 0.0027924329 1.602486e-02 2.022609e-02 0.0102037093
AXR US Equity 0.0014573648 9.477138e-04 5.088386e-03 0.0021103458
AZZ US Equity 0.0039408309 3.587193e-03 7.845531e-03 0.0052405349
BBBY US Equity 0.0047995579 1.620195e-03 5.212268e-03 0.0047740928
BIIB US Equity 0.0024818211 8.344405e-03 1.001740e-02 0.0087164777
BOOM US Equity 0.0054580884 5.063453e-03 6.141671e-03 0.0047578639
BPT US Equity 0.0026893989 2.659469e-03 2.154873e-03 0.0024404309
BRN US Equity 0.0063854137 3.014533e-03 4.197732e-03 0.0015260807
BXMT US Equity 0.0130440862 2.604485e-03 3.906947e-03 0.0034616353
CCK US Equity 0.0029754011 9.934309e-04 7.171713e-04 0.0041077791
CHCR US Equity -0.0006171629 3.008158e-03 5.668909e-03 0.0074998235
CLDX US Equity 0.0029048474 2.427378e-02 2.621876e-02 0.0055012034
CLH US Equity 0.0039247156 4.781057e-03 1.186332e-03 0.0024632424
CRK US Equity 0.0014788504 4.891916e-03 7.177523e-03 -0.0024859550
CVA US Equity 0.0042702606 1.503398e-03 9.154413e-03 0.0037368622
CVM US Equity 0.0077994231 1.389315e-02 1.590465e-02 0.0115673575
CVU US Equity 0.0070272357 2.102517e-03 5.181952e-03 0.0097191389
DBD US Equity 0.0059928171 3.489216e-03 4.833670e-03 0.0012763980
DDD US Equity 0.0065864228 1.195262e-02 1.477021e-02 0.0077807556
DIN US Equity 0.0092484141 -1.921126e-03 7.198216e-03 0.0044150472
DIOD US Equity 0.0081714409 4.374632e-03 1.271875e-02 0.0124755960
DXLG US Equity 0.0154492315 2.572504e-03 9.541180e-03 0.0021157470
DXR US Equity 0.0003310433 5.087701e-03 3.329323e-03 0.0019256036
EGY US Equity 0.0046724272 1.956291e-03 7.717313e-03 0.0007351441
ENZ US Equity 0.0043551424 7.531069e-03 1.234206e-02 0.0105143794
FBP US Equity 0.0068305098 2.444553e-03 5.280877e-03 0.0025992099
FMCC US Equity 0.0426588720 -2.824520e-04 6.325476e-03 0.0017914993
FNMA US Equity 0.0384099421 1.613393e-04 7.089675e-03 0.0013569922
FOSL US Equity 0.0050838184 4.484252e-03 1.019792e-02 0.0051913805
GHM US Equity 0.0049338492 4.331163e-03 8.020859e-03 0.0013677336
GIII US Equity 0.0118860364 6.708459e-03 7.459850e-03 0.0064730404
GLT US Equity 0.0035989202 2.332101e-03 4.594300e-03 0.0018902299
GLW US Equity 0.0045270321 9.930369e-03 1.043342e-02 0.0069069602
GSS US Equity -0.0005035028 1.067148e-02 9.950539e-03 0.0028146162
HOV US Equity 0.0190968123 2.037262e-03 5.360477e-03 0.0049855328
IBAL US Equity 0.0176670233 1.103380e-03 9.716970e-03 0.0102106838
IBCP US Equity 0.0092566395 4.088561e-04 1.680226e-03 0.0038405057
ICUI US Equity 0.0009426361 7.111008e-04 1.928988e-03 0.0019749276
IEC US Equity 0.0051816211 2.476349e-03 8.288975e-03 0.0152949020
IHT US Equity 0.0036268787 -9.848605e-04 3.269153e-03 0.0032779057
IMCI US Equity -0.0007732147 1.758494e-02 1.888360e-02 0.0073760661
IMGN US Equity 0.0067064880 1.873124e-02 2.140417e-02 0.0105694831
INT US Equity 0.0035895156 4.473875e-03 5.688509e-03 0.0049286009
KBAL US Equity 0.0017506796 5.657860e-03 4.008130e-03 0.0022723751
LEE US Equity 0.0046153539 -2.657614e-03 3.766927e-03 0.0033975000
LRCX US Equity 0.0058459053 7.241883e-03 1.058596e-02 0.0128625986
LXU US Equity 0.0042406586 6.157688e-03 1.157172e-02 0.0061444383
MBI US Equity 0.0178678624 -5.844368e-04 2.014364e-03 0.0024475367
MERC US Equity 0.0500115979 3.687012e-03 5.780868e-03 0.0036825125
MGIC US Equity 0.0021946740 4.943022e-03 7.582893e-03 0.0100457517
MGM US Equity 0.0099226116 -2.003575e-03 1.126114e-02 0.0039170003
MNST US Equity 0.0025592517 2.083656e-03 3.621577e-03 0.0036507420
MTW US Equity 0.0078034866 2.221511e-03 1.022462e-02 0.0051315992
MTZ US Equity 0.0051984875 9.236360e-03 9.579369e-03 0.0066822948
MUX US Equity -0.0009602022 4.161789e-03 6.005330e-03 0.0029083923
NAVB US Equity -0.0017581579 1.960162e-02 1.256097e-02 0.0082130095
NC US Equity 0.0125546095 1.560651e-03 6.540138e-03 0.0062615873
NIMU US Equity -0.0014119460 2.989552e-02 2.234583e-02 0.0098592884
NROM US Equity 0.0069954670 6.568263e-03 7.152237e-03 -0.0001898055
NTZ US Equity 0.0031101690 2.607166e-03 6.917289e-03 0.0010205388
OFG US Equity 0.0138444606 2.247745e-03 7.901080e-03 0.0051613494
OII US Equity 0.0077164687 8.804537e-03 6.009622e-03 0.0052511081
OLP US Equity 0.0101450178 2.514862e-03 3.997241e-03 0.0020724882
ORBT US Equity 0.0064732568 1.215303e-02 1.548094e-02 0.0137609644
OSUR US Equity 0.0004373329 6.877313e-03 1.226664e-02 0.0055690685
PARD US Equity 0.0067138637 2.553034e-02 2.299414e-02 0.0213646401
PATK US Equity 0.0117592985 3.908412e-03 2.556931e-03 0.0059258002
PDCE US Equity 0.0048537005 4.229080e-03 6.111147e-03 0.0031959820
PLAB US Equity 0.0017820750 1.514838e-02 1.620305e-02 0.0132750259
PLXS US Equity 0.0052355000 6.651761e-03 1.200696e-02 0.0089000602
QUMU US Equity 0.0030216052 3.534748e-03 7.259649e-03 0.0052761179
RDN US Equity 0.0245857749 1.773769e-03 4.152496e-03 0.0027411406
REGN US Equity -0.0011924314 3.682370e-02 3.448137e-02 0.0094169475
RELV US Equity 0.0011253018 2.852801e-04 -6.619041e-03 0.0025697653
RGEN US Equity 0.0007373736 2.093880e-02 1.949416e-02 0.0090644126
RGS US Equity 0.0076057049 1.772654e-03 5.426224e-03 0.0028234846
RIG US Equity 0.0069497289 9.468325e-03 1.055566e-02 0.0055229466
RRC US Equity 0.0043041833 1.061424e-03 2.803913e-03 0.0002624111
SCI US Equity 0.0042129277 -6.136614e-04 4.110581e-03 0.0064453033
SIF US Equity 0.0086757583 2.826949e-03 7.005130e-03 0.0049225593
SKY US Equity 0.0047063256 2.157368e-03 6.810686e-03 0.0025945634
SLGD US Equity -0.0005723430 3.357802e-03 2.014301e-03 0.0021771702
SM US Equity 0.0090035719 6.477819e-03 1.076314e-02 0.0037479998
SMG US Equity 0.0051380546 5.337142e-04 1.564928e-03 0.0031406595
SODI US Equity 0.0034312005 1.339564e-02 1.220632e-02 0.0118679890
SSY US Equity 0.0071555496 4.336283e-03 6.161658e-03 0.0054874648
STC US Equity 0.0025587528 4.196282e-03 4.333621e-03 0.0027422798
STFC US Equity 0.0016458585 2.655437e-03 8.881759e-04 0.0005147167
STRL US Equity 0.0036207676 3.842857e-03 4.256001e-03 -0.0009679524
SUP US Equity 0.0071202754 2.907129e-03 8.205959e-03 0.0048888211
TGB US Equity 0.0111878538 4.367895e-03 1.344962e-02 0.0074782634
THC US Equity 0.0080830669 -1.933962e-03 4.495205e-03 0.0021476116
THRM US Equity -0.0001601663 1.909303e-02 1.925390e-02 0.0130482493
TISI US Equity 0.0048955466 3.293886e-03 6.994697e-03 0.0009012340
TREC US Equity 0.0042123994 8.117625e-03 5.662234e-03 0.0063834842
TRIB US Equity 0.0048239970 1.355798e-02 1.614988e-02 0.0079170104
TTI US Equity 0.0107319611 3.820899e-03 7.871947e-03 0.0055970379
USAK US Equity 0.0018354943 2.898743e-03 2.392442e-03 0.0021779241
UTMD US Equity -0.0003512700 2.187464e-03 8.623792e-04 0.0018196201
UUU US Equity 0.0053562969 1.187665e-02 1.571405e-02 0.0075697790
VASO US Equity 0.0063971531 2.691744e-03 1.114103e-02 0.0114734180
VGR US Equity 0.0031224934 3.070147e-03 4.631348e-04 0.0020459775
VGZ US Equity -0.0013766952 8.175907e-05 6.179029e-05 -0.0009737929
VHI US Equity -0.0023241694 1.334652e-03 2.350153e-03 0.0014461973
VSEC US Equity 0.0042017893 2.468137e-03 4.905931e-03 0.0020048167
WDC US Equity 0.0079181312 3.978174e-03 4.865019e-03 0.0099124909
WNC US Equity 0.0255198879 2.303369e-03 6.618677e-03 0.0047669640
WTT US Equity 0.0034751598 1.663345e-02 1.646891e-02 0.0125588743
ZIXI US Equity 0.0044836927 1.182919e-02 1.325600e-02 0.0076235458
ANDR US Equity APA US Equity ARCB US Equity ASYS US Equity
AIG US Equity 1.947722e-03 6.496147e-03 0.0060645912 0.0027924329
ALKS US Equity 9.733688e-03 3.484436e-03 -0.0001956323 0.0160248629
AMSC US Equity 1.366073e-02 5.212247e-03 0.0034454081 0.0202260903
AMSWA US Equity 5.131788e-03 2.044241e-03 0.0038423584 0.0102037093
ANDR US Equity 8.662600e-02 1.764327e-03 0.0020768972 0.0086842858
APA US Equity 1.764327e-03 3.725838e-02 0.0059812119 0.0108929106
ARCB US Equity 2.076897e-03 5.981212e-03 0.0226567074 0.0092018688
ASYS US Equity 8.684286e-03 1.089291e-02 0.0092018688 0.1004129688
AXR US Equity 4.534657e-03 4.195787e-03 0.0046288850 0.0012080279
AZZ US Equity 7.039174e-03 7.081042e-03 0.0050403924 0.0077554832
BBBY US Equity 4.770645e-03 9.931874e-03 0.0032576382 0.0036983047
BIIB US Equity 5.248487e-03 -1.209406e-05 0.0017628846 0.0126304626
BOOM US Equity 4.509346e-03 8.807562e-03 0.0056677844 0.0071958703
BPT US Equity -1.891280e-03 8.214521e-03 0.0011884108 0.0048665042
BRN US Equity -8.202895e-05 6.460652e-03 0.0043115591 0.0069707555
BXMT US Equity 3.238933e-03 7.810540e-03 0.0042829385 0.0029327390
CCK US Equity -1.889774e-04 5.486698e-03 0.0040560902 0.0023322144
CHCR US Equity 1.031806e-02 4.598964e-03 0.0021510449 0.0005666658
CLDX US Equity 2.451345e-02 1.537274e-02 0.0084246394 0.0198642900
CLH US Equity -1.318343e-03 4.519776e-03 0.0042512819 0.0055650356
CRK US Equity -4.383674e-03 1.591106e-02 0.0045932155 0.0131906662
CVA US Equity 1.699388e-03 5.209257e-03 0.0037910542 0.0024874872
CVM US Equity 1.401935e-02 6.612839e-03 0.0046421085 0.0116274757
CVU US Equity 2.294082e-03 8.822072e-03 0.0034970556 0.0126484428
DBD US Equity 2.291288e-03 1.090100e-02 0.0046405812 0.0042606423
DDD US Equity 5.838359e-03 8.181958e-03 0.0049897375 0.0119353413
DIN US Equity -6.304823e-04 1.042613e-02 0.0067396319 0.0104833708
DIOD US Equity 2.279617e-03 6.632191e-03 0.0063317494 0.0146063553
DXLG US Equity 1.176144e-03 7.434962e-03 0.0071502272 0.0077971978
DXR US Equity 2.567142e-03 1.491249e-04 0.0003144041 0.0045102486
EGY US Equity 2.597715e-03 9.725378e-03 0.0082892562 0.0072397343
ENZ US Equity 6.693037e-03 4.242669e-03 0.0036198776 0.0148888257
FBP US Equity -2.487708e-04 6.153544e-03 0.0072152429 0.0051304193
FMCC US Equity 8.130161e-03 1.119964e-02 0.0158091564 0.0055973122
FNMA US Equity 7.682974e-03 1.044903e-02 0.0140911605 0.0053027482
FOSL US Equity 9.481127e-03 8.193673e-03 0.0077379664 0.0059962512
GHM US Equity 1.820725e-03 6.010099e-03 0.0053472375 0.0184915347
GIII US Equity 4.142855e-03 1.279833e-02 0.0063515468 0.0124932342
GLT US Equity 2.055206e-03 5.526127e-03 0.0035464282 0.0042772746
GLW US Equity 4.594838e-03 5.455621e-03 0.0043311436 0.0171404892
GSS US Equity 7.722286e-03 3.293008e-03 -0.0010658188 0.0059861562
HOV US Equity 1.625339e-03 1.388413e-02 0.0099824948 0.0088544375
IBAL US Equity 1.302590e-03 2.951169e-03 0.0023569763 0.0008852555
IBCP US Equity 1.342799e-03 3.916437e-03 0.0039143883 0.0001226806
ICUI US Equity -5.800295e-04 1.400954e-03 0.0020513118 -0.0000274860
IEC US Equity 5.476795e-03 1.990422e-03 0.0046435995 0.0077897748
IHT US Equity -8.110799e-04 1.068791e-03 0.0023320890 0.0012408077
IMCI US Equity 7.191942e-03 2.098382e-03 -0.0008794675 0.0226927451
IMGN US Equity 1.688055e-02 3.132628e-03 0.0040897452 0.0237836959
INT US Equity 5.591909e-03 5.019921e-03 0.0027044896 0.0055579435
KBAL US Equity 2.869530e-03 3.163199e-03 0.0021960819 0.0060802160
LEE US Equity 1.120527e-02 7.175516e-03 0.0038131538 0.0055283805
LRCX US Equity 6.597317e-03 4.539930e-03 0.0061365101 0.0146025656
LXU US Equity 3.032841e-03 5.054013e-03 0.0060556236 0.0099829317
MBI US Equity 3.247716e-03 5.745502e-03 0.0076917480 0.0062687548
MERC US Equity 1.092665e-02 8.721261e-03 0.0062777638 0.0047098403
MGIC US Equity 5.973020e-03 5.118718e-03 0.0026605339 0.0102773294
MGM US Equity -8.773487e-04 1.209711e-02 0.0078349461 0.0079062084
MNST US Equity 2.885270e-03 2.613173e-03 0.0024518989 0.0051073677
MTW US Equity 1.994294e-03 1.011143e-02 0.0076248366 0.0092026511
MTZ US Equity 2.790373e-03 7.632474e-03 0.0059740887 0.0072043677
MUX US Equity 7.654567e-03 9.656137e-03 0.0021966220 0.0016626401
NAVB US Equity 1.334891e-02 6.486388e-03 0.0028825221 0.0019300401
NC US Equity 5.403894e-03 7.533551e-03 0.0059399515 0.0095494711
NIMU US Equity 3.746746e-03 2.526191e-03 -0.0005826350 0.0113898485
NROM US Equity 1.904813e-03 4.450547e-03 0.0021694602 0.0058727695
NTZ US Equity 3.218822e-03 1.377670e-02 0.0048333111 0.0032797705
OFG US Equity 4.641066e-03 6.355349e-03 0.0058265901 0.0050323145
OII US Equity 2.950772e-03 2.089544e-02 0.0053799930 0.0104819694
OLP US Equity 3.054852e-03 4.949534e-03 0.0038089945 0.0030026174
ORBT US Equity 4.111071e-03 4.667906e-03 0.0016244063 0.0075984932
OSUR US Equity 7.949758e-03 4.984857e-03 0.0020717690 0.0122417600
PARD US Equity 2.029619e-02 7.540493e-03 -0.0016495669 0.0117447829
PATK US Equity 4.276772e-03 7.459661e-03 0.0046549727 0.0063320442
PDCE US Equity 2.615106e-03 2.337568e-02 0.0057323295 0.0085297952
PLAB US Equity -1.185909e-03 6.350123e-03 0.0078817489 0.0159581713
PLXS US Equity 7.173578e-03 5.207074e-03 0.0060403011 0.0167046906
QUMU US Equity 1.058172e-02 7.782263e-03 0.0028445781 0.0115796426
RDN US Equity 5.950252e-03 5.384555e-03 0.0071005504 0.0039424540
REGN US Equity 1.684668e-02 -1.980460e-04 -0.0035958366 0.0187126376
RELV US Equity 1.324964e-03 -8.870891e-04 0.0015652900 0.0028699322
RGEN US Equity 6.253051e-03 6.568939e-04 -0.0009846899 0.0144007501
RGS US Equity 5.838322e-04 1.499186e-02 0.0044338144 0.0089414477
RIG US Equity 4.083084e-03 1.861222e-02 0.0061856133 0.0134647497
RRC US Equity -6.807937e-04 2.634079e-02 0.0036788661 0.0153225997
SCI US Equity 3.536660e-03 1.131147e-03 0.0046547944 0.0059982654
SIF US Equity 3.095900e-03 6.854317e-03 0.0043982623 0.0092860559
SKY US Equity 4.127141e-03 7.495328e-03 0.0044470187 0.0077476371
SLGD US Equity -1.211247e-02 2.098113e-03 0.0005581421 0.0032515132
SM US Equity 3.256254e-03 4.053555e-02 0.0084571645 0.0167207952
SMG US Equity 4.467978e-04 4.605174e-03 0.0034484539 0.0017226467
SODI US Equity 1.403183e-03 9.327219e-04 -0.0039477897 0.0100257071
SSY US Equity 7.725758e-04 3.673238e-03 0.0022575437 0.0063395132
STC US Equity 1.116411e-03 4.113462e-03 0.0038365276 0.0016877181
STFC US Equity 4.118986e-05 4.018409e-04 0.0022899077 0.0024961698
STRL US Equity -3.421805e-03 5.039148e-03 0.0043655473 0.0044745388
SUP US Equity 9.186794e-04 1.700314e-02 0.0103052298 0.0082661236
TGB US Equity 1.077140e-02 1.084990e-02 0.0072149839 0.0136114682
THC US Equity -1.320421e-03 1.067014e-02 0.0064232950 0.0062975065
THRM US Equity 1.125667e-02 5.540133e-03 0.0032875002 0.0134633907
TISI US Equity 3.767164e-03 6.346911e-03 0.0054828675 0.0051001733
TREC US Equity 1.751508e-03 1.852706e-03 0.0004722260 0.0029486569
TRIB US Equity 7.634890e-03 9.909909e-03 0.0041470896 0.0067271170
TTI US Equity 3.756706e-03 1.937151e-02 0.0087277463 0.0073644851
USAK US Equity 4.549660e-03 7.087929e-03 0.0062426405 0.0053719954
UTMD US Equity 1.593098e-03 -5.119900e-04 0.0022361672 0.0043945107
UUU US Equity 1.036208e-02 1.053041e-02 0.0031470046 0.0118147037
VASO US Equity 1.839293e-03 1.767897e-02 0.0041095891 0.0114226666
VGR US Equity 7.304708e-03 2.631540e-03 0.0025515749 0.0072976483
VGZ US Equity -9.260511e-04 9.077577e-03 -0.0039052374 -0.0029331639
VHI US Equity 1.453713e-03 4.224239e-03 0.0040124311 0.0063614717
VSEC US Equity 3.252452e-03 5.594196e-03 0.0031058038 0.0014647915
WDC US Equity 5.715215e-03 7.937953e-03 0.0064548772 0.0180185579
WNC US Equity 1.001172e-02 7.162427e-03 0.0100964753 0.0087544362
WTT US Equity 6.396980e-03 2.461234e-03 0.0013367048 0.0124678135
ZIXI US Equity 1.573901e-02 1.006616e-02 0.0022923878 0.0179699337
AXR US Equity AZZ US Equity BBBY US Equity BIIB US Equity
AIG US Equity 1.457365e-03 0.0039408309 4.799558e-03 2.481821e-03
ALKS US Equity 9.477138e-04 0.0035871933 1.620195e-03 8.344405e-03
AMSC US Equity 5.088386e-03 0.0078455313 5.212268e-03 1.001740e-02
AMSWA US Equity 2.110346e-03 0.0052405349 4.774093e-03 8.716478e-03
ANDR US Equity 4.534657e-03 0.0070391744 4.770645e-03 5.248487e-03
APA US Equity 4.195787e-03 0.0070810423 9.931874e-03 -1.209406e-05
ARCB US Equity 4.628885e-03 0.0050403924 3.257638e-03 1.762885e-03
ASYS US Equity 1.208028e-03 0.0077554832 3.698305e-03 1.263046e-02
AXR US Equity 2.552037e-02 0.0037174984 3.203167e-03 1.042351e-03
AZZ US Equity 3.717498e-03 0.0140284945 4.144373e-03 2.374482e-03
BBBY US Equity 3.203167e-03 0.0041443727 2.180928e-02 1.347661e-03
BIIB US Equity 1.042351e-03 0.0023744816 1.347661e-03 1.967063e-02
BOOM US Equity 4.346221e-03 0.0067711727 2.068958e-03 -1.743723e-03
BPT US Equity 1.117208e-04 0.0020771241 1.360983e-03 2.631475e-04
BRN US Equity 3.649320e-03 0.0045000015 3.503193e-03 5.424801e-04
BXMT US Equity 1.141528e-03 0.0044302462 4.582893e-03 -4.739113e-04
CCK US Equity 4.098229e-03 0.0022443371 3.427905e-03 -1.569418e-03
CHCR US Equity -2.119703e-03 0.0061108717 4.760379e-03 2.908078e-04
CLDX US Equity 4.963447e-03 0.0081858414 1.566180e-02 1.101358e-02
CLH US Equity 1.036930e-03 0.0026137846 2.953977e-03 2.238206e-03
CRK US Equity 5.275084e-03 0.0052432635 3.716613e-03 -9.800481e-04
CVA US Equity 3.422229e-03 0.0054386098 3.109646e-03 -8.269576e-04
CVM US Equity 6.134551e-03 0.0044035908 1.810515e-03 4.237461e-03
CVU US Equity 3.201082e-03 0.0061527736 3.888493e-03 1.199395e-03
DBD US Equity 3.830643e-03 0.0051130068 7.462464e-03 -1.255814e-04
DDD US Equity 3.184253e-03 0.0062073329 4.367445e-03 7.825204e-03
DIN US Equity 4.584187e-03 0.0059241100 6.336873e-03 2.233658e-04
DIOD US Equity 3.473318e-03 0.0052242145 6.290076e-03 7.630891e-03
DXLG US Equity 7.627801e-03 0.0069479655 1.007551e-02 1.222581e-03
DXR US Equity 9.088416e-05 -0.0006536011 1.097907e-03 1.250284e-03
EGY US Equity 2.798115e-03 0.0047681575 4.457761e-03 9.048858e-04
ENZ US Equity 3.559637e-03 0.0050718117 1.552032e-03 9.335367e-03
FBP US Equity 3.311315e-03 0.0034474852 4.721040e-03 2.299881e-03
FMCC US Equity 4.381861e-04 0.0046908817 8.550551e-03 2.007384e-03
FNMA US Equity 7.623685e-04 0.0044921638 8.151854e-03 1.588311e-03
FOSL US Equity 1.567478e-03 0.0058035103 7.594965e-03 7.670451e-04
GHM US Equity 2.855160e-03 0.0049749289 3.644487e-03 3.601575e-03
GIII US Equity 1.692990e-03 0.0062165041 1.009495e-02 4.167122e-03
GLT US Equity 4.078826e-03 0.0032416471 4.448364e-03 1.085536e-03
GLW US Equity 1.913104e-03 0.0039625400 4.844545e-03 5.142483e-03
GSS US Equity 4.593928e-03 0.0011581221 3.248154e-03 2.294641e-03
HOV US Equity 8.683399e-03 0.0079255475 8.701690e-03 2.735022e-03
IBAL US Equity 7.667680e-05 0.0006220345 2.917023e-03 7.900951e-03
IBCP US Equity 2.027375e-03 0.0046166992 3.279681e-03 1.118762e-03
ICUI US Equity 7.907601e-04 0.0013918871 5.822166e-04 3.679684e-03
IEC US Equity 4.286640e-03 0.0023243302 5.938480e-03 -3.289115e-04
IHT US Equity 6.030171e-04 0.0007759602 2.127607e-03 -1.267024e-03
IMCI US Equity 5.162220e-03 0.0005813508 2.280242e-03 9.059630e-03
IMGN US Equity 3.354690e-03 0.0063184252 5.035996e-03 1.233613e-02
INT US Equity 3.764280e-03 0.0055217835 2.655268e-03 3.344868e-03
KBAL US Equity 3.054017e-03 0.0038595877 2.923455e-03 1.626941e-03
LEE US Equity 5.011693e-03 0.0040617066 4.606953e-03 2.041230e-03
LRCX US Equity 2.190509e-03 0.0063431720 6.024700e-03 5.364158e-03
LXU US Equity 3.438929e-03 0.0070290531 5.452738e-03 1.682454e-03
MBI US Equity 1.331736e-03 0.0047197968 2.952076e-03 1.483375e-03
MERC US Equity 2.389799e-03 0.0023237376 3.965586e-03 2.324351e-03
MGIC US Equity 2.657169e-03 0.0045579465 2.948637e-03 4.460159e-03
MGM US Equity 7.827147e-03 0.0061200405 8.152497e-03 9.077909e-04
MNST US Equity 1.724071e-03 0.0020747965 1.257592e-03 1.025455e-03
MTW US Equity 6.691164e-03 0.0073316233 5.523604e-03 2.331458e-03
MTZ US Equity 4.905883e-03 0.0067837068 6.600424e-03 1.154676e-03
MUX US Equity 3.400828e-03 0.0055938190 9.130606e-04 -1.974962e-03
NAVB US Equity 6.671747e-03 0.0011329939 4.755385e-03 1.679946e-03
NC US Equity 3.888794e-03 0.0063169901 4.146959e-03 1.805716e-03
NIMU US Equity -1.864373e-03 0.0043909028 6.804465e-04 6.887398e-03
NROM US Equity 1.155593e-03 0.0046211627 4.128298e-03 1.252692e-03
NTZ US Equity 4.033857e-03 0.0041118985 7.316057e-03 -2.304940e-04
OFG US Equity 1.466947e-03 0.0061221724 4.885280e-03 1.746960e-03
OII US Equity 4.384206e-03 0.0080013586 5.690789e-03 4.203528e-03
OLP US Equity 1.963038e-03 0.0030261326 3.279566e-03 1.043424e-03
ORBT US Equity 3.613438e-03 0.0031891862 3.466798e-03 1.117573e-02
OSUR US Equity 3.655451e-03 0.0036432293 3.043865e-03 5.962768e-03
PARD US Equity 6.710167e-03 0.0027309445 9.957994e-03 5.766355e-03
PATK US Equity 6.365135e-05 0.0036928251 4.995002e-03 6.986010e-04
PDCE US Equity 5.740667e-03 0.0066868216 7.858947e-03 2.029017e-04
PLAB US Equity 5.952495e-03 0.0059708175 7.755174e-03 5.100217e-03
PLXS US Equity 5.105467e-03 0.0073652659 5.747096e-03 4.147077e-03
QUMU US Equity 2.708480e-03 0.0036036373 4.057703e-03 -1.208328e-04
RDN US Equity 3.771642e-03 0.0025245012 5.902660e-03 1.774813e-03
REGN US Equity 2.163720e-03 0.0004786508 2.363510e-03 1.074366e-02
RELV US Equity -8.505869e-05 -0.0001948944 2.551545e-04 8.132653e-04
RGEN US Equity -1.292693e-03 0.0008186049 2.338743e-03 5.240336e-03
RGS US Equity 2.338732e-03 0.0041474633 1.177664e-02 2.539729e-03
RIG US Equity 3.485989e-03 0.0085813010 7.769117e-03 2.051399e-03
RRC US Equity 3.570236e-03 0.0068936858 7.116134e-03 5.452607e-04
SCI US Equity 2.239276e-03 0.0034436559 2.114642e-03 -3.804884e-04
SIF US Equity 7.100819e-03 0.0053136330 3.109108e-03 7.958088e-04
SKY US Equity 4.639854e-03 0.0030246450 3.969175e-03 1.714831e-03
SLGD US Equity 1.200053e-03 0.0018045189 1.380758e-03 3.392267e-04
SM US Equity 6.292879e-03 0.0113304112 1.032936e-02 1.635290e-03
SMG US Equity 2.350801e-03 0.0028084800 2.321935e-03 4.238882e-04
SODI US Equity 1.048721e-03 -0.0019274688 5.275249e-04 4.337088e-03
SSY US Equity 4.124105e-03 0.0028253265 4.682268e-03 1.216029e-03
STC US Equity 2.441506e-03 0.0029170933 4.777040e-03 1.892363e-03
STFC US Equity 2.096107e-03 0.0018868804 6.698954e-04 2.229120e-03
STRL US Equity 1.622179e-03 0.0029998740 3.015894e-03 3.660089e-03
SUP US Equity 2.359452e-03 0.0091926568 8.204961e-03 3.513945e-04
TGB US Equity 5.068101e-03 0.0080258159 7.632673e-03 3.025150e-03
THC US Equity 4.220356e-03 0.0042103328 5.941631e-03 7.272207e-04
THRM US Equity 4.996801e-03 0.0028228006 3.184904e-03 5.056683e-03
TISI US Equity 4.696881e-03 0.0060559691 8.625677e-03 -4.087667e-04
TREC US Equity 6.469022e-03 0.0089139613 3.891229e-03 2.787802e-03
TRIB US Equity 1.049368e-03 0.0062793901 4.902873e-03 1.988967e-03
TTI US Equity 6.654623e-03 0.0092405455 9.573454e-03 4.504289e-04
USAK US Equity 1.250834e-03 0.0020120620 1.723460e-03 6.065600e-04
UTMD US Equity 1.228232e-03 0.0014228934 9.044741e-04 1.114868e-03
UUU US Equity 7.064447e-03 0.0034821666 7.426064e-03 2.819090e-03
VASO US Equity 5.308849e-03 0.0072898206 6.847238e-03 7.513822e-04
VGR US Equity -5.792152e-04 0.0009289915 1.842308e-03 2.807709e-03
VGZ US Equity 3.768811e-03 -0.0010253596 -7.786774e-05 -3.493843e-03
VHI US Equity 2.867426e-03 0.0040895601 2.868995e-03 1.706064e-03
VSEC US Equity 4.925114e-04 0.0037299686 4.580613e-03 1.520287e-03
WDC US Equity 5.042211e-03 0.0053283451 5.444922e-03 3.022734e-03
WNC US Equity 6.165238e-03 0.0049533937 4.092114e-03 3.225449e-03
WTT US Equity 1.950294e-03 0.0033669510 3.844875e-03 7.317426e-03
ZIXI US Equity 2.801704e-03 0.0048676601 5.396634e-03 6.284959e-03
BOOM US Equity BPT US Equity BRN US Equity BXMT US Equity
AIG US Equity 0.0054580884 2.689399e-03 6.385414e-03 0.0130440862
ALKS US Equity 0.0050634531 2.659469e-03 3.014533e-03 0.0026044849
AMSC US Equity 0.0061416715 2.154873e-03 4.197732e-03 0.0039069471
AMSWA US Equity 0.0047578639 2.440431e-03 1.526081e-03 0.0034616353
ANDR US Equity 0.0045093458 -1.891280e-03 -8.202895e-05 0.0032389331
APA US Equity 0.0088075620 8.214521e-03 6.460652e-03 0.0078105398
ARCB US Equity 0.0056677844 1.188411e-03 4.311559e-03 0.0042829385
ASYS US Equity 0.0071958703 4.866504e-03 6.970755e-03 0.0029327390
AXR US Equity 0.0043462210 1.117208e-04 3.649320e-03 0.0011415277
AZZ US Equity 0.0067711727 2.077124e-03 4.500001e-03 0.0044302462
BBBY US Equity 0.0020689580 1.360983e-03 3.503193e-03 0.0045828928
BIIB US Equity -0.0017437231 2.631475e-04 5.424801e-04 -0.0004739113
BOOM US Equity 0.0832347646 4.653591e-03 4.076238e-03 0.0098397991
BPT US Equity 0.0046535908 2.771784e-02 1.886625e-03 0.0025091575
BRN US Equity 0.0040762385 1.886625e-03 2.364347e-02 0.0034222791
BXMT US Equity 0.0098397991 2.509158e-03 3.422279e-03 0.0277591347
CCK US Equity 0.0069218446 -2.185784e-04 1.275084e-03 0.0034010600
CHCR US Equity 0.0117951666 2.397306e-03 1.553344e-03 0.0090615248
CLDX US Equity 0.0032076371 9.161627e-04 1.349726e-02 0.0043955359
CLH US Equity 0.0072198377 1.235902e-03 2.717993e-03 0.0027901796
CRK US Equity 0.0052880457 8.757034e-03 6.076813e-03 0.0030556219
CVA US Equity 0.0113198998 2.828997e-03 4.092694e-03 0.0079539731
CVM US Equity 0.0105925440 3.270941e-03 9.514486e-04 0.0060601669
CVU US Equity 0.0065833071 6.496215e-04 3.307635e-03 0.0047395040
DBD US Equity 0.0070215490 5.978921e-04 6.006071e-03 0.0060555347
DDD US Equity 0.0128670224 5.880503e-03 4.983154e-03 0.0073867550
DIN US Equity 0.0115609504 7.217816e-04 3.014636e-03 0.0066893756
DIOD US Equity 0.0036637798 2.099987e-03 4.112781e-03 0.0037457594
DXLG US Equity 0.0049684778 -1.012095e-03 6.663940e-03 0.0075737323
DXR US Equity -0.0023709714 4.217046e-04 1.733196e-03 -0.0003730591
EGY US Equity 0.0040349382 1.120624e-02 4.444456e-03 0.0107502983
ENZ US Equity 0.0053777860 9.288261e-04 1.933747e-03 0.0031243762
FBP US Equity 0.0077868038 1.908721e-03 1.314972e-03 0.0060580387
FMCC US Equity 0.0061222951 5.044028e-03 1.208943e-02 0.0188668018
FNMA US Equity 0.0058720151 4.880340e-03 1.049059e-02 0.0166483051
FOSL US Equity 0.0039586362 2.862890e-03 2.958381e-03 0.0048222561
GHM US Equity 0.0090339067 -2.536439e-06 3.336499e-03 0.0012372421
GIII US Equity 0.0033579239 3.045576e-03 5.038635e-03 0.0054823086
GLT US Equity 0.0056114167 7.840005e-04 1.798134e-03 0.0039056876
GLW US Equity 0.0047736633 2.322978e-03 4.204980e-03 0.0024545680
GSS US Equity 0.0018786210 3.823204e-03 -1.155818e-03 0.0019362650
HOV US Equity 0.0092236548 1.631219e-05 3.223959e-03 0.0127193686
IBAL US Equity -0.0007808155 4.612697e-03 2.530438e-03 0.0052567179
IBCP US Equity 0.0035665413 -2.440714e-04 1.015083e-02 0.0071933705
ICUI US Equity 0.0027105604 -1.478958e-03 2.155044e-03 0.0009227537
IEC US Equity 0.0081771045 -8.127107e-04 2.007153e-03 0.0042115260
IHT US Equity 0.0015952843 6.193813e-03 4.185929e-03 -0.0006854639
IMCI US Equity 0.0023184437 9.948311e-04 7.494927e-03 0.0044458391
IMGN US Equity 0.0077000013 -1.787178e-03 5.998570e-03 0.0026253793
INT US Equity 0.0078313812 5.067496e-03 2.536907e-03 0.0026213788
KBAL US Equity 0.0077682352 5.801337e-05 1.975276e-03 0.0036332569
LEE US Equity 0.0038153147 2.445556e-03 2.072673e-03 0.0095656438
LRCX US Equity 0.0067028373 1.271946e-03 3.600759e-03 0.0063686221
LXU US Equity 0.0011126201 3.440691e-04 7.119626e-03 0.0042316455
MBI US Equity 0.0055191637 1.490614e-03 4.428769e-03 0.0075297706
MERC US Equity 0.0077111895 2.980053e-03 6.243732e-03 0.0208240448
MGIC US Equity 0.0042730292 3.275012e-03 2.379022e-03 0.0022791592
MGM US Equity 0.0148707817 8.723343e-04 4.095053e-03 0.0134316005
MNST US Equity 0.0064651570 -8.078976e-04 6.025873e-04 0.0029098029
MTW US Equity 0.0113913548 2.536050e-03 5.327445e-03 0.0093299862
MTZ US Equity 0.0112422404 1.156362e-03 4.606318e-03 0.0041684214
MUX US Equity 0.0030152931 4.642675e-03 3.463127e-04 0.0035796645
NAVB US Equity -0.0012267247 2.075378e-03 4.683624e-03 0.0029988669
NC US Equity 0.0107973269 1.126030e-03 3.902559e-03 0.0068993589
NIMU US Equity 0.0051063952 3.675596e-03 -7.581953e-04 0.0009488253
NROM US Equity 0.0009878451 1.424397e-03 2.280200e-03 0.0065408700
NTZ US Equity 0.0060291781 1.350036e-03 5.696877e-03 0.0076801484
OFG US Equity 0.0063287304 1.507999e-03 4.186449e-03 0.0032034577
OII US Equity 0.0097861689 1.047604e-02 7.100666e-03 0.0073554734
OLP US Equity 0.0033040555 1.116664e-03 2.387268e-03 0.0046796496
ORBT US Equity 0.0093067128 2.371681e-03 3.351890e-03 0.0034181225
OSUR US Equity 0.0089110085 -1.393975e-03 3.763042e-03 0.0021817328
PARD US Equity 0.0051187185 -5.597190e-03 8.557799e-05 0.0075033503
PATK US Equity 0.0067331098 9.338113e-05 2.863052e-03 0.0071625929
PDCE US Equity 0.0135177913 8.014367e-03 7.198770e-03 0.0071103820
PLAB US Equity 0.0128929447 2.770921e-03 8.865219e-03 0.0044076340
PLXS US Equity 0.0105781533 2.308628e-04 2.305121e-03 0.0083660361
QUMU US Equity 0.0050420639 -9.145594e-04 2.713462e-03 0.0050246184
RDN US Equity 0.0053487384 7.424782e-04 3.591656e-03 0.0120052684
REGN US Equity -0.0005860097 5.542354e-04 2.218118e-03 -0.0003112712
RELV US Equity 0.0089468967 -5.239967e-04 2.692727e-03 0.0016957629
RGEN US Equity 0.0010071346 3.214236e-03 1.134561e-03 0.0006090578
RGS US Equity 0.0040427168 2.025656e-03 2.363477e-03 0.0062767775
RIG US Equity 0.0100315340 1.531350e-02 1.002456e-02 0.0073175571
RRC US Equity 0.0110664879 1.055539e-02 7.365394e-03 0.0060375805
SCI US Equity 0.0065446599 -6.405280e-04 1.496198e-03 0.0035139760
SIF US Equity 0.0079564767 4.852406e-04 5.858745e-03 0.0041585917
SKY US Equity 0.0067992006 -2.418691e-03 3.817108e-03 0.0055386579
SLGD US Equity 0.0041338926 -2.053570e-03 1.093356e-03 0.0096944510
SM US Equity 0.0129167682 1.091595e-02 1.169373e-02 0.0112547998
SMG US Equity 0.0038043397 2.420208e-04 1.375627e-03 0.0027531810
SODI US Equity 0.0105405360 -1.884038e-03 3.785237e-04 -0.0020766717
SSY US Equity 0.0029165033 9.448905e-04 3.285287e-03 0.0023516892
STC US Equity 0.0018724872 -5.207710e-04 2.716814e-03 0.0018560644
STFC US Equity 0.0006736728 7.502222e-04 1.073522e-03 0.0001844935
STRL US Equity -0.0001018702 2.769628e-04 1.894804e-03 0.0004098890
SUP US Equity 0.0086861100 1.277401e-02 8.339966e-03 0.0063032705
TGB US Equity 0.0100886302 3.485341e-03 8.090812e-03 0.0068083892
THC US Equity 0.0079866605 1.813030e-03 3.581269e-03 0.0092665422
THRM US Equity 0.0074462116 1.829243e-03 2.027287e-03 0.0023023851
TISI US Equity 0.0086957715 7.707257e-04 2.174628e-03 0.0061077857
TREC US Equity 0.0306214702 3.979434e-03 1.795714e-03 0.0017688208
TRIB US Equity 0.0084421830 2.422663e-03 5.654464e-03 0.0034825604
TTI US Equity 0.0119634278 7.064100e-03 1.014607e-02 0.0090040296
USAK US Equity 0.0024988840 -7.967762e-05 2.784012e-03 0.0017326150
UTMD US Equity 0.0051562034 -4.706443e-04 7.924965e-04 -0.0004597763
UUU US Equity 0.0081841837 6.996209e-04 4.834643e-03 0.0045963970
VASO US Equity 0.0177099595 8.451403e-03 3.905062e-03 0.0116768630
VGR US Equity 0.0031580388 -9.846330e-04 6.855527e-04 0.0039459396
VGZ US Equity 0.0086880290 5.223666e-03 7.127335e-04 0.0020136251
VHI US Equity 0.0079516879 2.475836e-03 1.521642e-03 0.0054444751
VSEC US Equity 0.0060097893 -6.812339e-04 1.430839e-03 0.0021917485
WDC US Equity 0.0115108275 2.182133e-03 4.515217e-03 0.0044166745
WNC US Equity 0.0044220878 9.544133e-04 4.188216e-03 0.0142610706
WTT US Equity 0.0041296011 3.632176e-03 3.058690e-03 0.0061567588
ZIXI US Equity 0.0016415688 1.770782e-03 5.453527e-04 0.0040533481
CCK US Equity CHCR US Equity CLDX US Equity CLH US Equity
AIG US Equity 2.975401e-03 -0.0006171629 0.0029048474 3.924716e-03
ALKS US Equity 9.934309e-04 0.0030081584 0.0242737774 4.781057e-03
AMSC US Equity 7.171713e-04 0.0056689093 0.0262187552 1.186332e-03
AMSWA US Equity 4.107779e-03 0.0074998235 0.0055012034 2.463242e-03
ANDR US Equity -1.889774e-04 0.0103180566 0.0245134542 -1.318343e-03
APA US Equity 5.486698e-03 0.0045989639 0.0153727369 4.519776e-03
ARCB US Equity 4.056090e-03 0.0021510449 0.0084246394 4.251282e-03
ASYS US Equity 2.332214e-03 0.0005666658 0.0198642900 5.565036e-03
AXR US Equity 4.098229e-03 -0.0021197030 0.0049634474 1.036930e-03
AZZ US Equity 2.244337e-03 0.0061108717 0.0081858414 2.613785e-03
BBBY US Equity 3.427905e-03 0.0047603792 0.0156618000 2.953977e-03
BIIB US Equity -1.569418e-03 0.0002908078 0.0110135789 2.238206e-03
BOOM US Equity 6.921845e-03 0.0117951666 0.0032076371 7.219838e-03
BPT US Equity -2.185784e-04 0.0023973061 0.0009161627 1.235902e-03
BRN US Equity 1.275084e-03 0.0015533443 0.0134972591 2.717993e-03
BXMT US Equity 3.401060e-03 0.0090615248 0.0043955359 2.790180e-03
CCK US Equity 2.653629e-02 0.0086897185 0.0018534818 3.012790e-03
CHCR US Equity 8.689718e-03 0.0793016582 0.0116106476 1.899795e-03
CLDX US Equity 1.853482e-03 0.0116106476 0.1374028307 9.584726e-03
CLH US Equity 3.012790e-03 0.0018997949 0.0095847259 2.146687e-02
CRK US Equity 4.203072e-03 -0.0047597560 0.0032388354 6.626420e-03
CVA US Equity 8.083252e-03 0.0049282186 0.0071654387 2.151376e-03
CVM US Equity 4.092508e-04 0.0040467730 0.0188643505 5.115927e-03
CVU US Equity 4.455254e-03 0.0095219942 0.0110828692 1.064407e-03
DBD US Equity 3.910473e-03 0.0050985942 0.0120551165 3.596586e-03
DDD US Equity 5.042536e-03 0.0068708851 0.0140924065 6.966389e-03
DIN US Equity 3.267067e-03 0.0040885096 0.0068179390 2.298351e-03
DIOD US Equity 4.658307e-03 0.0095604018 0.0142452014 2.572484e-03
DXLG US Equity 4.182873e-03 0.0043318230 0.0167339318 3.424310e-03
DXR US Equity 2.972678e-04 0.0007839092 0.0074931110 1.210372e-03
EGY US Equity 9.065297e-05 0.0045018599 0.0075379109 5.128165e-03
ENZ US Equity 2.422531e-03 0.0037255991 0.0131693253 5.442914e-03
FBP US Equity 2.401010e-03 0.0034425869 0.0075157945 1.969182e-03
FMCC US Equity 2.954592e-03 0.0062058203 0.0111114469 5.747496e-03
FNMA US Equity 3.126965e-03 0.0064477221 0.0117585603 4.706306e-03
FOSL US Equity 3.003196e-03 0.0064287759 0.0156129440 3.985868e-03
GHM US Equity 1.564605e-03 0.0019770382 0.0103280220 4.713761e-03
GIII US Equity 4.516948e-03 0.0062485553 0.0165248162 3.225042e-03
GLT US Equity 3.684030e-03 0.0005417727 0.0056195789 8.348678e-04
GLW US Equity 3.024582e-03 0.0060232965 0.0148612719 2.164777e-03
GSS US Equity 1.991240e-03 0.0014154731 0.0020414183 4.083722e-04
HOV US Equity 6.568396e-03 0.0073609360 0.0195670220 2.952103e-03
IBAL US Equity 1.278274e-03 -0.0056696766 0.0088525448 1.375633e-03
IBCP US Equity 2.949414e-03 0.0072833492 0.0058899184 1.716316e-03
ICUI US Equity 9.634851e-04 0.0026935082 0.0040105567 1.384042e-03
IEC US Equity 4.319076e-03 0.0048517920 0.0069375894 3.707055e-03
IHT US Equity -6.634294e-04 0.0018095931 0.0005865028 1.207450e-03
IMCI US Equity -5.218238e-04 0.0089418943 0.0233014580 7.356337e-03
IMGN US Equity -1.144877e-04 0.0074402528 0.0246045170 4.988837e-03
INT US Equity 3.948969e-03 0.0070541781 0.0089552371 4.110831e-03
KBAL US Equity 2.831079e-03 0.0042080227 0.0057409300 2.492033e-03
LEE US Equity 2.480887e-03 0.0028218308 0.0051486112 1.287276e-03
LRCX US Equity 5.216296e-03 0.0100255113 0.0169635224 2.602777e-03
LXU US Equity 4.109507e-03 0.0006991249 0.0041087059 4.792251e-03
MBI US Equity 3.542819e-03 0.0030903394 0.0007559050 2.802511e-03
MERC US Equity 2.740122e-03 0.0037568305 0.0086361321 4.956877e-03
MGIC US Equity 5.546885e-03 0.0083185726 0.0105132308 2.051029e-03
MGM US Equity 4.873286e-03 0.0021734721 0.0123541581 3.726990e-03
MNST US Equity 2.478716e-03 0.0045989427 0.0043145279 -3.250131e-04
MTW US Equity 6.110839e-03 0.0056799105 0.0113921341 3.011609e-03
MTZ US Equity 6.547237e-03 0.0084755201 0.0118865723 3.204081e-03
MUX US Equity 1.277053e-03 0.0017759778 0.0061358282 -6.257675e-04
NAVB US Equity 1.647774e-03 0.0037888312 0.0282129886 8.107589e-03
NC US Equity 2.849767e-03 0.0017808085 0.0014438652 1.967636e-03
NIMU US Equity 1.891850e-03 0.0137003324 0.0273731180 1.446639e-02
NROM US Equity 2.893068e-03 -0.0014456723 0.0074676553 1.784526e-03
NTZ US Equity 4.468888e-03 0.0040444853 0.0171091303 2.988348e-03
OFG US Equity 3.089653e-03 0.0017785451 0.0050182577 1.621004e-03
OII US Equity 2.861306e-03 0.0041588061 0.0108854819 5.235334e-03
OLP US Equity 2.241253e-03 0.0008914028 0.0053025290 9.704080e-04
ORBT US Equity 5.998307e-03 0.0035502611 0.0174406818 5.581629e-03
OSUR US Equity 2.121684e-03 0.0066893124 0.0076596655 -6.363792e-06
PARD US Equity 9.993320e-05 0.0063607864 0.0347448808 7.527159e-04
PATK US Equity 5.494920e-03 0.0087599374 0.0110041207 5.138878e-03
PDCE US Equity 4.975309e-03 0.0037652343 0.0062076315 5.728758e-03
PLAB US Equity 8.624818e-03 0.0106129379 0.0170521490 2.259664e-03
PLXS US Equity 2.196622e-03 0.0102088112 0.0154615111 1.695491e-03
QUMU US Equity 1.374634e-03 0.0076668813 0.0182304484 4.936529e-03
RDN US Equity 4.678507e-03 0.0008229283 0.0022458667 1.767823e-03
REGN US Equity -4.921832e-03 0.0037898172 0.0273266992 1.779504e-03
RELV US Equity 5.364375e-04 0.0057323044 0.0075832514 7.125022e-03
RGEN US Equity 9.004453e-04 0.0032539214 0.0177607336 4.211472e-03
RGS US Equity 2.760081e-03 0.0077135274 0.0056406817 3.464262e-03
RIG US Equity 4.627680e-03 0.0084477323 0.0184575516 7.519508e-03
RRC US Equity 4.507988e-03 -0.0023699058 0.0044422729 2.280731e-03
SCI US Equity 4.174434e-03 0.0026755766 0.0024560628 1.010891e-03
SIF US Equity 4.936526e-03 0.0043243175 0.0034577165 1.879169e-03
SKY US Equity 2.120059e-03 0.0020192777 0.0029166903 2.436876e-03
SLGD US Equity 3.436107e-03 0.0066713878 0.0018592315 3.748827e-03
SM US Equity 4.749960e-03 0.0077478905 0.0147736721 7.862539e-03
SMG US Equity 3.918529e-03 0.0039155821 0.0017137672 5.101993e-04
SODI US Equity -3.246360e-03 -0.0032297581 0.0115246324 1.920526e-03
SSY US Equity 3.571827e-03 0.0003305143 0.0027032477 2.313671e-03
STC US Equity 1.530492e-03 0.0016424146 0.0077352069 -9.820270e-04
STFC US Equity 2.156565e-04 0.0024310766 0.0005592569 3.416961e-04
STRL US Equity 1.967276e-03 0.0071410648 0.0125399129 1.023426e-04
SUP US Equity 2.231360e-03 0.0077036100 0.0160748515 8.256249e-03
TGB US Equity 7.979506e-03 0.0028155662 0.0106180800 9.338268e-05
THC US Equity 3.469831e-03 0.0005084879 0.0006975501 4.395804e-03
THRM US Equity 2.450221e-04 0.0059196386 0.0199630997 8.388780e-03
TISI US Equity 2.135425e-03 -0.0004126713 0.0071605428 5.561658e-03
TREC US Equity 2.652739e-03 0.0143070958 0.0032615868 6.787739e-03
TRIB US Equity 3.276826e-03 0.0085162191 0.0317163496 5.825366e-03
TTI US Equity 3.778584e-03 0.0042344179 0.0215464103 5.825410e-03
USAK US Equity 4.700592e-03 0.0013067617 0.0117271347 2.023406e-03
UTMD US Equity 2.817749e-03 0.0020593303 0.0016904883 1.152044e-03
UUU US Equity 4.419397e-03 0.0041056884 0.0167182806 -3.918476e-04
VASO US Equity 4.687745e-03 0.0069754995 0.0191322882 1.044112e-02
VGR US Equity -7.609395e-04 -0.0003693300 0.0043722779 1.550798e-03
VGZ US Equity 1.091996e-03 -0.0022315933 -0.0066350476 1.682973e-03
VHI US Equity 2.358144e-03 0.0028314202 0.0105742666 2.207905e-03
VSEC US Equity 3.300484e-03 0.0009509942 0.0077213110 1.329734e-03
WDC US Equity 5.358306e-03 0.0092712776 0.0095933142 3.401757e-03
WNC US Equity 3.288075e-03 -0.0021039659 0.0082540750 2.863115e-03
WTT US Equity 1.315771e-03 0.0049955744 0.0171412841 1.810124e-03
ZIXI US Equity 1.908334e-03 -0.0060314131 0.0159230198 1.025466e-03
CRK US Equity CVA US Equity CVM US Equity CVU US Equity
AIG US Equity 1.478850e-03 0.0042702606 0.0077994231 7.027236e-03
ALKS US Equity 4.891916e-03 0.0015033983 0.0138931493 2.102517e-03
AMSC US Equity 7.177523e-03 0.0091544128 0.0159046522 5.181952e-03
AMSWA US Equity -2.485955e-03 0.0037368622 0.0115673575 9.719139e-03
ANDR US Equity -4.383674e-03 0.0016993877 0.0140193493 2.294082e-03
APA US Equity 1.591106e-02 0.0052092575 0.0066128392 8.822072e-03
ARCB US Equity 4.593215e-03 0.0037910542 0.0046421085 3.497056e-03
ASYS US Equity 1.319067e-02 0.0024874872 0.0116274757 1.264844e-02
AXR US Equity 5.275084e-03 0.0034222292 0.0061345509 3.201082e-03
AZZ US Equity 5.243264e-03 0.0054386098 0.0044035908 6.152774e-03
BBBY US Equity 3.716613e-03 0.0031096455 0.0018105148 3.888493e-03
BIIB US Equity -9.800481e-04 -0.0008269576 0.0042374609 1.199395e-03
BOOM US Equity 5.288046e-03 0.0113198998 0.0105925440 6.583307e-03
BPT US Equity 8.757034e-03 0.0028289970 0.0032709414 6.496215e-04
BRN US Equity 6.076813e-03 0.0040926941 0.0009514486 3.307635e-03
BXMT US Equity 3.055622e-03 0.0079539731 0.0060601669 4.739504e-03
CCK US Equity 4.203072e-03 0.0080832515 0.0004092508 4.455254e-03
CHCR US Equity -4.759756e-03 0.0049282186 0.0040467730 9.521994e-03
CLDX US Equity 3.238835e-03 0.0071654387 0.0188643505 1.108287e-02
CLH US Equity 6.626420e-03 0.0021513763 0.0051159266 1.064407e-03
CRK US Equity 4.911614e-02 0.0038712623 0.0059370401 5.982205e-03
CVA US Equity 3.871262e-03 0.0340720206 0.0071839285 3.758605e-03
CVM US Equity 5.937040e-03 0.0071839285 0.0969019630 3.207514e-03
CVU US Equity 5.982205e-03 0.0037586051 0.0032075140 4.801477e-02
DBD US Equity 4.766874e-03 0.0050528641 0.0003946279 4.491268e-03
DDD US Equity 5.649415e-03 0.0057112654 0.0140116967 6.316043e-03
DIN US Equity 2.765628e-03 0.0041414215 0.0096133136 7.277777e-03
DIOD US Equity 3.271090e-03 0.0065142045 0.0070241426 5.968323e-03
DXLG US Equity 3.679050e-03 0.0045780458 0.0094434588 3.117518e-03
DXR US Equity 3.461878e-03 -0.0010652973 0.0038071252 -1.203120e-04
EGY US Equity 1.422156e-02 0.0147277788 0.0069609077 9.707819e-04
ENZ US Equity 4.453057e-03 0.0012630364 0.0113760038 5.097199e-03
FBP US Equity 2.345672e-03 0.0030502078 0.0025741400 4.499744e-03
FMCC US Equity 6.572673e-03 0.0033402348 0.0039952752 4.919686e-03
FNMA US Equity 5.755997e-03 0.0034153450 0.0031579286 3.854466e-03
FOSL US Equity 1.132237e-03 0.0037985619 0.0072813462 7.848974e-03
GHM US Equity 7.228871e-03 0.0047241942 0.0030537153 2.591002e-03
GIII US Equity 2.361308e-03 0.0041040858 0.0084435415 7.378257e-03
GLT US Equity 1.030274e-03 0.0034745277 0.0072310264 2.485208e-03
GLW US Equity 3.063832e-03 0.0015140265 0.0074490578 3.719950e-03
GSS US Equity -1.923089e-04 0.0030708133 0.0123823071 -2.105938e-03
HOV US Equity 1.590011e-03 0.0030450916 0.0101041427 8.132112e-03
IBAL US Equity -7.377007e-04 0.0025525156 0.0092681583 -2.946835e-03
IBCP US Equity 1.472429e-03 0.0011601806 0.0022728727 4.757132e-03
ICUI US Equity 2.569937e-03 0.0036321230 0.0026634685 2.165849e-03
IEC US Equity 3.823955e-04 0.0043936321 0.0205850866 8.379925e-03
IHT US Equity -1.991760e-03 0.0004559738 0.0059025448 2.587352e-03
IMCI US Equity 7.953069e-03 -0.0012528868 0.0170817755 -5.729604e-06
IMGN US Equity 8.636315e-04 0.0053937556 0.0153784092 9.560012e-03
INT US Equity 4.142488e-03 0.0043839294 0.0036285166 3.017492e-03
KBAL US Equity 1.543062e-03 0.0022606127 0.0030889753 3.359398e-03
LEE US Equity -1.902423e-04 0.0035063252 0.0082852890 3.182905e-03
LRCX US Equity 1.326564e-03 0.0087824734 0.0090709389 5.767200e-03
LXU US Equity 4.287969e-03 0.0035944133 0.0044546973 4.062211e-03
MBI US Equity 4.021190e-03 0.0024702939 0.0024274764 5.336615e-03
MERC US Equity 1.383348e-03 0.0030367521 0.0154681082 6.441708e-03
MGIC US Equity 2.213774e-03 0.0040274360 0.0129303890 9.367330e-03
MGM US Equity 6.611287e-03 0.0069439537 0.0098517882 7.030066e-03
MNST US Equity 1.595279e-03 0.0055502385 0.0043601737 5.303063e-03
MTW US Equity 5.751118e-03 0.0077408526 0.0080319392 5.901753e-03
MTZ US Equity 6.024362e-03 0.0061340959 0.0101061282 7.833648e-03
MUX US Equity 6.688133e-03 0.0009808658 0.0056182153 3.806280e-03
NAVB US Equity 1.381057e-03 0.0020097183 0.0140066279 4.723777e-03
NC US Equity 4.602625e-03 0.0050287310 0.0050509891 7.505344e-03
NIMU US Equity 2.881691e-03 0.0017942453 0.0188975636 5.829167e-03
NROM US Equity 5.017276e-03 0.0064067338 0.0073924286 2.649344e-03
NTZ US Equity 6.790919e-03 0.0045358807 0.0049398476 2.900160e-03
OFG US Equity 3.575295e-03 0.0021359006 0.0064873774 6.031721e-03
OII US Equity 1.164910e-02 0.0064051079 0.0062361141 9.300902e-03
OLP US Equity 5.908133e-04 0.0020692625 0.0031309508 3.222552e-03
ORBT US Equity 3.378337e-03 0.0018261880 0.0118943312 5.338353e-03
OSUR US Equity 5.497146e-03 0.0012751493 0.0064698145 7.075322e-03
PARD US Equity -1.140086e-02 0.0058253246 0.0457487720 1.053370e-02
PATK US Equity 4.532471e-04 0.0029706351 0.0139782307 5.280549e-03
PDCE US Equity 1.489942e-02 0.0083868300 0.0089469715 5.990859e-03
PLAB US Equity 8.400098e-03 0.0106768361 0.0113802979 3.810599e-03
PLXS US Equity 4.539196e-03 0.0070336017 0.0123876171 8.395553e-03
QUMU US Equity 3.074081e-03 0.0032927906 0.0110865730 9.613051e-03
RDN US Equity 4.127471e-04 0.0042943380 0.0041794975 4.027813e-03
REGN US Equity 1.743082e-03 0.0021469408 0.0165211088 1.996210e-03
RELV US Equity -5.945705e-04 0.0002438161 0.0004372065 7.990243e-03
RGEN US Equity 3.007879e-03 -0.0017391107 0.0161682003 1.935862e-03
RGS US Equity 2.697748e-03 0.0026477089 0.0068837636 9.676079e-03
RIG US Equity 1.279623e-02 0.0078890225 0.0029084397 1.010297e-02
RRC US Equity 2.035820e-02 0.0038624810 0.0023514938 4.067723e-03
SCI US Equity 9.368419e-05 0.0054557599 0.0082335329 1.628547e-04
SIF US Equity 1.447151e-03 0.0071930434 0.0063944429 6.274100e-03
SKY US Equity 2.772266e-03 0.0047059574 0.0057651401 3.443732e-03
SLGD US Equity 9.223497e-05 0.0032274449 0.0025417042 -2.588053e-03
SM US Equity 1.898538e-02 0.0085791091 0.0126667841 1.118557e-02
SMG US Equity 2.189864e-03 0.0020306276 0.0011354348 3.544011e-03
SODI US Equity -6.111959e-03 0.0024568993 0.0145580318 4.269017e-03
SSY US Equity 3.592118e-03 0.0038072445 0.0057589153 2.422913e-03
STC US Equity 4.580574e-04 0.0013050307 0.0006329720 -2.274600e-05
STFC US Equity 1.160133e-03 0.0006476645 -0.0007053412 1.427171e-03
STRL US Equity 1.235679e-03 0.0012084448 -0.0011425093 4.514732e-03
SUP US Equity 5.000999e-03 0.0091833775 0.0051784231 1.053703e-02
TGB US Equity 6.987713e-03 0.0062549298 0.0102763882 9.046057e-03
THC US Equity 6.387205e-03 0.0047959428 0.0023775707 4.481682e-03
THRM US Equity 2.756960e-03 0.0040837227 0.0243042123 1.518458e-03
TISI US Equity 8.212764e-03 0.0068525327 0.0046213374 5.175136e-03
TREC US Equity 2.179392e-03 -0.0008451182 0.0197869761 -1.328828e-04
TRIB US Equity 4.467031e-03 0.0094597988 0.0182185216 9.580009e-03
TTI US Equity 1.890779e-02 0.0072988224 0.0085157165 7.056402e-03
USAK US Equity -1.207331e-03 0.0020311323 0.0030075673 4.258530e-03
UTMD US Equity 3.299627e-04 0.0018830521 0.0013996997 1.329694e-03
UUU US Equity 2.905027e-04 0.0036593833 0.0076773620 7.461203e-03
VASO US Equity 9.358334e-03 0.0069506411 0.0230280932 1.049357e-02
VGR US Equity -3.728420e-04 0.0010510033 0.0023061889 1.837611e-03
VGZ US Equity 3.407782e-03 -0.0018280127 -0.0002380047 2.059847e-03
VHI US Equity 2.107766e-03 0.0036357428 0.0023585774 1.175859e-03
VSEC US Equity -1.082590e-03 0.0042579029 -0.0011167344 3.483254e-03
WDC US Equity 4.553278e-03 0.0046442930 0.0080760249 8.887011e-03
WNC US Equity 2.133842e-03 0.0068557755 0.0078253595 7.169591e-03
WTT US Equity 3.854802e-03 0.0069257037 0.0137180711 5.895175e-03
ZIXI US Equity 5.731459e-03 0.0045470385 0.0147797573 3.222061e-03
DBD US Equity DDD US Equity DIN US Equity DIOD US Equity
AIG US Equity 5.992817e-03 0.006586423 9.248414e-03 0.0081714409
ALKS US Equity 3.489216e-03 0.011952622 -1.921126e-03 0.0043746317
AMSC US Equity 4.833670e-03 0.014770212 7.198216e-03 0.0127187489
AMSWA US Equity 1.276398e-03 0.007780756 4.415047e-03 0.0124755960
ANDR US Equity 2.291288e-03 0.005838359 -6.304823e-04 0.0022796166
APA US Equity 1.090100e-02 0.008181958 1.042613e-02 0.0066321910
ARCB US Equity 4.640581e-03 0.004989738 6.739632e-03 0.0063317494
ASYS US Equity 4.260642e-03 0.011935341 1.048337e-02 0.0146063553
AXR US Equity 3.830643e-03 0.003184253 4.584187e-03 0.0034733182
AZZ US Equity 5.113007e-03 0.006207333 5.924110e-03 0.0052242145
BBBY US Equity 7.462464e-03 0.004367445 6.336873e-03 0.0062900762
BIIB US Equity -1.255814e-04 0.007825204 2.233658e-04 0.0076308911
BOOM US Equity 7.021549e-03 0.012867022 1.156095e-02 0.0036637798
BPT US Equity 5.978921e-04 0.005880503 7.217816e-04 0.0020999866
BRN US Equity 6.006071e-03 0.004983154 3.014636e-03 0.0041127806
BXMT US Equity 6.055535e-03 0.007386755 6.689376e-03 0.0037457594
CCK US Equity 3.910473e-03 0.005042536 3.267067e-03 0.0046583071
CHCR US Equity 5.098594e-03 0.006870885 4.088510e-03 0.0095604018
CLDX US Equity 1.205512e-02 0.014092406 6.817939e-03 0.0142452014
CLH US Equity 3.596586e-03 0.006966389 2.298351e-03 0.0025724843
CRK US Equity 4.766874e-03 0.005649415 2.765628e-03 0.0032710899
CVA US Equity 5.052864e-03 0.005711265 4.141421e-03 0.0065142045
CVM US Equity 3.946279e-04 0.014011697 9.613314e-03 0.0070241426
CVU US Equity 4.491268e-03 0.006316043 7.277777e-03 0.0059683232
DBD US Equity 2.625482e-02 0.004508155 8.161229e-03 0.0048176010
DDD US Equity 4.508155e-03 0.035735085 4.667030e-03 0.0080671293
DIN US Equity 8.161229e-03 0.004667030 3.015251e-02 0.0067761674
DIOD US Equity 4.817601e-03 0.008067129 6.776167e-03 0.0237578317
DXLG US Equity 6.706349e-03 0.009538818 1.930259e-02 0.0053134397
DXR US Equity 5.427313e-03 0.002229497 -3.668966e-03 0.0012845337
EGY US Equity 8.588284e-03 0.006652813 2.618387e-03 0.0067012402
ENZ US Equity 2.708045e-03 0.009972666 3.462103e-04 0.0101771482
FBP US Equity 5.393399e-03 0.005312533 6.482445e-03 0.0047762867
FMCC US Equity 1.196093e-02 0.006067982 8.355269e-03 0.0082932330
FNMA US Equity 1.209630e-02 0.005724963 7.935959e-03 0.0080505342
FOSL US Equity 8.237162e-03 0.007205794 1.028468e-02 0.0080373200
GHM US Equity 2.702748e-03 0.004852897 4.914036e-03 0.0070779201
GIII US Equity 8.598375e-03 0.008678454 1.129890e-02 0.0096229975
GLT US Equity 5.622474e-03 0.005904189 6.541366e-03 0.0035411612
GLW US Equity 4.049810e-03 0.007064188 4.854421e-03 0.0097596137
GSS US Equity 6.073791e-05 0.006801531 4.543693e-05 0.0013472166
HOV US Equity 7.825706e-03 0.011161440 1.603423e-02 0.0097901872
IBAL US Equity 2.920058e-03 0.004938819 2.107753e-03 0.0081404770
IBCP US Equity 3.121535e-03 0.004311360 4.457843e-03 0.0038622286
ICUI US Equity 2.058820e-03 0.004334341 1.816102e-03 0.0042208681
IEC US Equity 1.850996e-03 0.004943706 7.849409e-03 0.0087778327
IHT US Equity 1.085998e-03 0.006349523 1.559464e-03 0.0014048502
IMCI US Equity 3.701566e-03 0.013353655 1.253874e-03 0.0057536935
IMGN US Equity 6.099805e-03 0.014401568 4.637076e-03 0.0093641371
INT US Equity 4.161910e-03 0.005630196 3.995336e-03 0.0057319393
KBAL US Equity 3.300101e-03 0.006144839 2.076354e-03 0.0028316655
LEE US Equity 6.770224e-03 0.006182998 4.483833e-03 0.0057222281
LRCX US Equity 5.588948e-03 0.008538681 5.619530e-03 0.0141270170
LXU US Equity 5.548938e-03 0.005593074 5.947614e-03 0.0031279888
MBI US Equity 5.122051e-03 0.005298862 6.005248e-03 0.0043408311
MERC US Equity 6.967101e-03 0.011291070 2.239775e-03 0.0056087460
MGIC US Equity 3.706061e-03 0.007915914 5.402069e-03 0.0076491974
MGM US Equity 9.055469e-03 0.006088109 2.424888e-02 0.0093546412
MNST US Equity 2.564088e-03 0.002470710 3.648524e-03 0.0033566518
MTW US Equity 9.307066e-03 0.007767348 1.124477e-02 0.0104242933
MTZ US Equity 4.901266e-03 0.008524403 3.993766e-03 0.0085855963
MUX US Equity 8.556383e-04 0.005242613 1.285978e-03 0.0020147808
NAVB US Equity 4.598241e-03 0.013756448 2.321825e-03 0.0048354622
NC US Equity 4.340987e-03 0.007126060 9.059145e-03 0.0070488718
NIMU US Equity -2.437336e-03 0.004422673 1.812954e-03 0.0056775212
NROM US Equity 3.537972e-03 0.006643212 5.806420e-03 0.0031897917
NTZ US Equity 8.716969e-03 0.008243379 8.151611e-03 0.0051271922
OFG US Equity 4.576334e-03 0.006064868 1.375683e-02 0.0071510644
OII US Equity 6.952674e-03 0.009755841 8.530264e-03 0.0067002049
OLP US Equity 3.623202e-03 0.003277755 5.142636e-03 0.0036731234
ORBT US Equity 2.381799e-03 0.009732996 4.504170e-03 0.0110375792
OSUR US Equity 1.117467e-03 0.008031586 3.229886e-03 0.0065990180
PARD US Equity 7.317578e-03 0.010918093 8.725997e-03 0.0152081027
PATK US Equity 5.915672e-03 0.007130405 6.002978e-03 0.0061293050
PDCE US Equity 8.483125e-03 0.005655164 9.621485e-03 0.0068695247
PLAB US Equity 4.348821e-03 0.009122413 9.156782e-03 0.0169686085
PLXS US Equity 4.136818e-03 0.009736644 8.708001e-03 0.0099823847
QUMU US Equity 4.877926e-03 0.004892963 3.449077e-03 0.0051869816
RDN US Equity 7.176605e-03 0.006764285 2.606890e-03 0.0060657786
REGN US Equity 2.559317e-03 0.010099212 -2.050901e-03 0.0052568157
RELV US Equity 3.487195e-05 0.003750624 -1.481909e-03 0.0005440792
RGEN US Equity -3.201743e-04 0.004194118 7.102724e-05 0.0070146764
RGS US Equity 6.125563e-03 0.006448261 8.898909e-03 0.0053531895
RIG US Equity 9.519137e-03 0.012585985 6.544148e-03 0.0079522399
RRC US Equity 4.734104e-03 0.006969775 7.269916e-03 0.0039486872
SCI US Equity 1.531301e-03 0.003025198 5.881823e-03 0.0059436986
SIF US Equity 6.269493e-03 0.005630171 7.199498e-03 0.0058427526
SKY US Equity 5.692914e-03 0.006543668 5.362352e-03 0.0044723315
SLGD US Equity 5.621160e-03 0.004318882 8.155863e-03 0.0030824703
SM US Equity 1.325091e-02 0.014374524 1.354697e-02 0.0095790227
SMG US Equity 4.397757e-03 0.002815006 3.687706e-03 0.0051390112
SODI US Equity 4.857322e-03 0.002328225 1.545324e-03 0.0007043953
SSY US Equity 4.471542e-03 0.002052682 9.166718e-03 0.0035099302
STC US Equity 1.976560e-03 0.003605453 4.695260e-03 0.0045062526
STFC US Equity 1.355980e-03 0.002547164 -4.854038e-06 0.0019401462
STRL US Equity 3.023915e-03 0.004330175 2.492789e-03 0.0036456278
SUP US Equity 1.273472e-02 0.015158368 9.814540e-03 0.0075565119
TGB US Equity 7.554459e-03 0.010822088 5.939913e-03 0.0098502878
THC US Equity 9.338595e-03 0.005905334 1.024854e-02 0.0053105379
THRM US Equity 5.244968e-03 0.009577018 7.527358e-03 0.0132896494
TISI US Equity 5.922217e-03 0.005368950 5.361266e-03 0.0011630701
TREC US Equity 4.124806e-03 0.005214108 3.567997e-03 0.0018524736
TRIB US Equity 9.099812e-03 0.009300149 9.957386e-03 0.0068649192
TTI US Equity 1.101668e-02 0.010300304 1.274739e-02 0.0094883188
USAK US Equity 3.277313e-03 0.002185565 5.348598e-03 0.0021639328
UTMD US Equity 4.470692e-04 0.002556867 4.114737e-04 0.0015064683
UUU US Equity 8.372993e-03 0.006877353 6.149667e-03 0.0063122765
VASO US Equity 6.486792e-03 0.010860972 1.767287e-02 0.0117790359
VGR US Equity 4.863724e-03 0.007300923 1.897346e-03 0.0023773662
VGZ US Equity 3.662683e-03 0.002490580 8.434652e-04 -0.0016523105
VHI US Equity 6.521038e-03 0.001039458 4.978404e-03 0.0027268058
VSEC US Equity 4.939962e-03 0.003671633 2.619638e-03 0.0051702072
WDC US Equity 5.689137e-03 0.006789392 5.960285e-03 0.0123629795
WNC US Equity 8.178331e-03 0.006842625 5.213496e-03 0.0072750085
WTT US Equity 3.621714e-03 0.008218454 5.157567e-03 0.0075330222
ZIXI US Equity 5.216358e-03 0.004886365 4.774029e-03 0.0076263977
DXLG US Equity DXR US Equity EGY US Equity ENZ US Equity
AIG US Equity 1.544923e-02 3.310433e-04 4.672427e-03 0.0043551424
ALKS US Equity 2.572504e-03 5.087701e-03 1.956291e-03 0.0075310692
AMSC US Equity 9.541180e-03 3.329323e-03 7.717313e-03 0.0123420584
AMSWA US Equity 2.115747e-03 1.925604e-03 7.351441e-04 0.0105143794
ANDR US Equity 1.176144e-03 2.567142e-03 2.597715e-03 0.0066930371
APA US Equity 7.434962e-03 1.491249e-04 9.725378e-03 0.0042426693
ARCB US Equity 7.150227e-03 3.144041e-04 8.289256e-03 0.0036198776
ASYS US Equity 7.797198e-03 4.510249e-03 7.239734e-03 0.0148888257
AXR US Equity 7.627801e-03 9.088416e-05 2.798115e-03 0.0035596367
AZZ US Equity 6.947965e-03 -6.536011e-04 4.768157e-03 0.0050718117
BBBY US Equity 1.007551e-02 1.097907e-03 4.457761e-03 0.0015520321
BIIB US Equity 1.222581e-03 1.250284e-03 9.048858e-04 0.0093353673
BOOM US Equity 4.968478e-03 -2.370971e-03 4.034938e-03 0.0053777860
BPT US Equity -1.012095e-03 4.217046e-04 1.120624e-02 0.0009288261
BRN US Equity 6.663940e-03 1.733196e-03 4.444456e-03 0.0019337465
BXMT US Equity 7.573732e-03 -3.730591e-04 1.075030e-02 0.0031243762
CCK US Equity 4.182873e-03 2.972678e-04 9.065297e-05 0.0024225310
CHCR US Equity 4.331823e-03 7.839092e-04 4.501860e-03 0.0037255991
CLDX US Equity 1.673393e-02 7.493111e-03 7.537911e-03 0.0131693253
CLH US Equity 3.424310e-03 1.210372e-03 5.128165e-03 0.0054429144
CRK US Equity 3.679050e-03 3.461878e-03 1.422156e-02 0.0044530570
CVA US Equity 4.578046e-03 -1.065297e-03 1.472778e-02 0.0012630364
CVM US Equity 9.443459e-03 3.807125e-03 6.960908e-03 0.0113760038
CVU US Equity 3.117518e-03 -1.203120e-04 9.707819e-04 0.0050971986
DBD US Equity 6.706349e-03 5.427313e-03 8.588284e-03 0.0027080445
DDD US Equity 9.538818e-03 2.229497e-03 6.652813e-03 0.0099726658
DIN US Equity 1.930259e-02 -3.668966e-03 2.618387e-03 0.0003462103
DIOD US Equity 5.313440e-03 1.284534e-03 6.701240e-03 0.0101771482
DXLG US Equity 6.526773e-02 -3.419689e-04 7.995691e-03 0.0024643872
DXR US Equity -3.419689e-04 1.871900e-02 3.119083e-04 0.0017276792
EGY US Equity 7.995691e-03 3.119083e-04 7.485927e-02 0.0027149879
ENZ US Equity 2.464387e-03 1.727679e-03 2.714988e-03 0.0298410836
FBP US Equity 7.524417e-03 -9.376294e-04 5.413779e-03 0.0038561747
FMCC US Equity 1.256566e-02 5.529188e-03 7.458421e-03 0.0065576524
FNMA US Equity 1.206160e-02 6.054126e-03 6.726259e-03 0.0061382250
FOSL US Equity 9.714056e-03 3.118281e-04 1.197219e-02 0.0032756763
GHM US Equity 7.068999e-03 -7.938695e-04 6.263089e-03 0.0047776602
GIII US Equity 2.488025e-02 -4.207237e-04 6.333576e-03 0.0058832699
GLT US Equity 7.651087e-03 7.656510e-04 9.924977e-04 0.0031671376
GLW US Equity 2.452535e-03 1.214037e-03 3.502181e-03 0.0076024596
GSS US Equity 3.124921e-03 2.573731e-03 4.759087e-03 0.0024693534
HOV US Equity 1.869053e-02 -1.375110e-03 2.903788e-03 0.0060812217
IBAL US Equity 2.323863e-03 6.961005e-04 6.073849e-03 0.0090903673
IBCP US Equity 4.640854e-03 1.769921e-04 2.949849e-03 0.0033032331
ICUI US Equity 2.595293e-03 1.383258e-03 -6.264445e-04 0.0042486941
IEC US Equity 5.760450e-03 8.447992e-04 4.995124e-03 0.0035461588
IHT US Equity 1.664351e-02 -8.598633e-04 1.067257e-02 -0.0003139664
IMCI US Equity 3.005005e-03 1.156029e-02 3.113800e-03 0.0086579410
IMGN US Equity 9.882871e-05 1.325555e-03 -2.231649e-03 0.0159890018
INT US Equity 4.163757e-03 3.838044e-04 2.831321e-03 0.0039105514
KBAL US Equity 3.386800e-03 -3.654461e-04 4.639347e-03 0.0048249887
LEE US Equity 5.837140e-03 5.980926e-04 2.595135e-03 0.0046757634
LRCX US Equity 4.132667e-03 1.885205e-03 9.130976e-03 0.0077003465
LXU US Equity 9.021535e-03 -4.288332e-04 3.727390e-03 0.0051654780
MBI US Equity 9.970160e-03 1.286163e-03 1.182688e-03 0.0026901408
MERC US Equity 1.216199e-02 5.274823e-03 8.550718e-03 0.0048902954
MGIC US Equity 5.965056e-03 7.393629e-04 1.003939e-02 0.0059014365
MGM US Equity 2.397180e-02 -1.685296e-03 7.568858e-03 0.0054185750
MNST US Equity 1.537384e-03 4.718680e-04 1.610102e-03 0.0018940699
MTW US Equity 1.204716e-02 -1.354290e-03 8.323149e-03 0.0053222910
MTZ US Equity 7.473398e-03 2.014673e-03 2.922689e-03 0.0057923836
MUX US Equity 5.152672e-03 -1.644076e-03 7.403297e-03 0.0017113297
NAVB US Equity 2.520998e-03 5.604547e-03 4.335122e-03 0.0054131899
NC US Equity 1.177237e-02 3.936755e-04 6.006317e-03 0.0037967336
NIMU US Equity 4.410477e-03 -1.371832e-04 2.883788e-02 0.0103964769
NROM US Equity 7.705061e-03 -2.552338e-03 5.164526e-03 0.0040374141
NTZ US Equity 9.186624e-03 7.027453e-04 7.840286e-03 0.0035258440
OFG US Equity 1.524335e-02 -1.142075e-03 3.126524e-03 0.0035596448
OII US Equity 9.649025e-03 -1.438675e-03 1.227543e-02 0.0055705413
OLP US Equity 7.217097e-03 -8.687618e-04 3.441508e-03 0.0020119116
ORBT US Equity 3.788381e-03 1.275945e-03 5.095109e-03 0.0154880116
OSUR US Equity 3.403442e-03 3.948802e-03 -1.697484e-04 0.0116327811
PARD US Equity 6.189167e-03 -1.188471e-03 -6.206180e-03 0.0134643115
PATK US Equity 9.740176e-03 9.481906e-04 3.044513e-03 0.0049120509
PDCE US Equity 7.399044e-03 -1.054179e-03 1.591053e-02 0.0060528032
PLAB US Equity 6.880674e-03 1.344266e-03 1.140201e-02 0.0052094076
PLXS US Equity 1.017604e-02 1.603204e-03 6.734503e-03 0.0065920820
QUMU US Equity -7.754999e-04 4.265615e-03 6.557269e-04 0.0060316325
RDN US Equity 8.365244e-03 -1.767101e-04 4.369792e-03 0.0024533102
REGN US Equity -4.190674e-03 7.654175e-03 -4.285015e-03 0.0085368913
RELV US Equity -2.332492e-03 -5.935387e-04 2.041100e-03 0.0070588542
RGEN US Equity -8.834429e-04 2.781380e-03 -1.070557e-03 0.0070407932
RGS US Equity 9.371294e-03 1.985903e-04 4.615305e-03 0.0042761602
RIG US Equity 1.030108e-02 1.976549e-04 1.595157e-02 0.0057018195
RRC US Equity 5.726190e-03 4.498677e-04 9.525543e-03 0.0019359078
SCI US Equity 7.358636e-03 8.278496e-05 4.675101e-03 0.0019939387
SIF US Equity 6.892852e-03 -5.373364e-04 4.701849e-03 0.0027188773
SKY US Equity 6.015875e-03 3.392800e-05 3.817333e-03 0.0031959541
SLGD US Equity 7.676817e-03 -2.138921e-03 2.218358e-03 0.0024373349
SM US Equity 1.174194e-02 -2.739274e-04 1.689422e-02 0.0080323485
SMG US Equity 1.753214e-03 3.171985e-04 -5.363637e-04 0.0021224127
SODI US Equity -5.787964e-03 5.275010e-03 -1.076412e-02 0.0038913059
SSY US Equity 1.121210e-02 -8.048751e-04 2.464966e-03 0.0040752987
STC US Equity 4.370918e-03 -8.281095e-04 1.816261e-03 0.0020784288
STFC US Equity -5.380806e-04 3.692940e-05 -1.297557e-03 0.0020020179
STRL US Equity 1.847225e-02 -1.427050e-03 -4.440829e-05 -0.0008376490
SUP US Equity 1.594281e-02 -2.606619e-03 1.859421e-02 0.0043289356
TGB US Equity 1.262380e-02 1.260481e-03 8.865322e-03 0.0084135487
THC US Equity 8.573325e-03 -8.681101e-04 8.093894e-03 0.0040133532
THRM US Equity 2.935279e-03 8.900833e-04 2.577669e-03 0.0072764870
TISI US Equity 9.904735e-03 -1.046500e-03 1.002445e-02 0.0007639029
TREC US Equity 6.936585e-03 4.564043e-03 1.206001e-02 -0.0005341909
TRIB US Equity 9.220805e-03 1.228807e-03 5.911036e-03 0.0055972181
TTI US Equity 1.582448e-02 5.194352e-04 1.406888e-02 0.0058093063
USAK US Equity 4.780360e-03 8.594026e-04 -5.314779e-04 0.0023560782
UTMD US Equity 1.508000e-04 8.899349e-04 -7.284986e-04 0.0024305661
UUU US Equity -6.686366e-04 3.954674e-03 -4.218473e-05 0.0048032145
VASO US Equity 1.158937e-02 2.553025e-03 6.611103e-03 0.0078171638
VGR US Equity 2.938375e-03 2.576002e-03 3.137222e-03 0.0056884280
VGZ US Equity 5.344709e-03 2.290822e-03 6.242115e-03 0.0013817247
VHI US Equity 3.074630e-03 1.113394e-03 4.410167e-03 0.0019956154
VSEC US Equity 7.475461e-03 -5.298511e-04 4.053748e-04 0.0025114100
WDC US Equity 2.310759e-03 1.922772e-03 4.132197e-03 0.0065503015
WNC US Equity 1.021868e-02 3.232304e-04 6.605497e-03 0.0053393874
WTT US Equity 5.362396e-03 3.355259e-03 6.062671e-03 0.0058071530
ZIXI US Equity 3.474228e-03 6.431988e-04 5.254135e-03 0.0099967417
FBP US Equity FMCC US Equity FNMA US Equity FOSL US Equity
AIG US Equity 0.0068305098 4.265887e-02 0.0384099421 0.0050838184
ALKS US Equity 0.0024445532 -2.824520e-04 0.0001613393 0.0044842518
AMSC US Equity 0.0052808767 6.325476e-03 0.0070896745 0.0101979204
AMSWA US Equity 0.0025992099 1.791499e-03 0.0013569922 0.0051913805
ANDR US Equity -0.0002487708 8.130161e-03 0.0076829745 0.0094811267
APA US Equity 0.0061535444 1.119964e-02 0.0104490279 0.0081936726
ARCB US Equity 0.0072152429 1.580916e-02 0.0140911605 0.0077379664
ASYS US Equity 0.0051304193 5.597312e-03 0.0053027482 0.0059962512
AXR US Equity 0.0033113150 4.381861e-04 0.0007623685 0.0015674785
AZZ US Equity 0.0034474852 4.690882e-03 0.0044921638 0.0058035103
BBBY US Equity 0.0047210400 8.550551e-03 0.0081518543 0.0075949654
BIIB US Equity 0.0022998810 2.007384e-03 0.0015883109 0.0007670451
BOOM US Equity 0.0077868038 6.122295e-03 0.0058720151 0.0039586362
BPT US Equity 0.0019087205 5.044028e-03 0.0048803402 0.0028628895
BRN US Equity 0.0013149720 1.208943e-02 0.0104905870 0.0029583809
BXMT US Equity 0.0060580387 1.886680e-02 0.0166483051 0.0048222561
CCK US Equity 0.0024010101 2.954592e-03 0.0031269650 0.0030031961
CHCR US Equity 0.0034425869 6.205820e-03 0.0064477221 0.0064287759
CLDX US Equity 0.0075157945 1.111145e-02 0.0117585603 0.0156129440
CLH US Equity 0.0019691817 5.747496e-03 0.0047063064 0.0039858678
CRK US Equity 0.0023456722 6.572673e-03 0.0057559966 0.0011322369
CVA US Equity 0.0030502078 3.340235e-03 0.0034153450 0.0037985619
CVM US Equity 0.0025741400 3.995275e-03 0.0031579286 0.0072813462
CVU US Equity 0.0044997443 4.919686e-03 0.0038544661 0.0078489740
DBD US Equity 0.0053933991 1.196093e-02 0.0120963023 0.0082371625
DDD US Equity 0.0053125326 6.067982e-03 0.0057249629 0.0072057938
DIN US Equity 0.0064824449 8.355269e-03 0.0079359588 0.0102846837
DIOD US Equity 0.0047762867 8.293233e-03 0.0080505342 0.0080373200
DXLG US Equity 0.0075244167 1.256566e-02 0.0120616027 0.0097140557
DXR US Equity -0.0009376294 5.529188e-03 0.0060541258 0.0003118281
EGY US Equity 0.0054137788 7.458421e-03 0.0067262591 0.0119721890
ENZ US Equity 0.0038561747 6.557652e-03 0.0061382250 0.0032756763
FBP US Equity 0.0195362271 8.453674e-03 0.0080270194 0.0058718233
FMCC US Equity 0.0084536745 9.663070e-02 0.0902621662 0.0102456058
FNMA US Equity 0.0080270194 9.026217e-02 0.0864434446 0.0101858242
FOSL US Equity 0.0058718233 1.024561e-02 0.0101858242 0.0340675567
GHM US Equity 0.0040424580 6.012377e-03 0.0062469249 0.0067114341
GIII US Equity 0.0076134479 1.302439e-02 0.0119086697 0.0113103908
GLT US Equity 0.0040379990 5.446324e-03 0.0057058446 0.0053744705
GLW US Equity 0.0036837387 6.195786e-03 0.0063153613 0.0040451299
GSS US Equity 0.0023374971 2.611478e-03 0.0037009159 0.0043893694
HOV US Equity 0.0100561369 2.461651e-02 0.0227053296 0.0094494336
IBAL US Equity 0.0042182505 1.689805e-02 0.0145023898 0.0066332866
IBCP US Equity 0.0058642302 1.638611e-02 0.0144524207 0.0036557265
ICUI US Equity 0.0021056919 1.673969e-03 0.0012259216 0.0030818191
IEC US Equity 0.0064344533 3.032463e-03 0.0023842221 0.0066350022
IHT US Equity 0.0016843490 2.863207e-03 0.0031241147 0.0066037695
IMCI US Equity -0.0009098227 1.148250e-02 0.0115406093 0.0035791821
IMGN US Equity 0.0041080800 -1.954272e-05 -0.0008925669 0.0028194570
INT US Equity 0.0038481685 5.319709e-03 0.0050883582 0.0055904202
KBAL US Equity 0.0045036866 4.114845e-03 0.0045933062 0.0031194639
LEE US Equity 0.0049401075 1.483973e-02 0.0145238478 0.0060459881
LRCX US Equity 0.0037942037 6.549038e-03 0.0065993367 0.0072252888
LXU US Equity 0.0058431408 9.365155e-03 0.0100603505 0.0115841862
MBI US Equity 0.0071217113 2.113643e-02 0.0197119561 0.0052584815
MERC US Equity 0.0052404616 5.998106e-02 0.0530668112 0.0058214155
MGIC US Equity 0.0008016795 2.917891e-03 0.0030527345 0.0054920109
MGM US Equity 0.0088071405 9.137521e-03 0.0096802137 0.0114444529
MNST US Equity 0.0023074317 3.325020e-03 0.0027331917 0.0017945618
MTW US Equity 0.0066659759 1.232013e-02 0.0122767816 0.0091971689
MTZ US Equity 0.0045582189 6.524770e-03 0.0068722989 0.0084203479
MUX US Equity -0.0026631774 -1.013085e-03 -0.0012828223 0.0047575262
NAVB US Equity 0.0012871628 1.619199e-03 0.0026648711 0.0048780910
NC US Equity 0.0065242208 1.206318e-02 0.0110141207 0.0043900890
NIMU US Equity 0.0009363197 3.312822e-03 0.0011869643 0.0040611738
NROM US Equity 0.0006181214 8.266838e-03 0.0080941506 0.0069736659
NTZ US Equity 0.0047368480 9.076725e-03 0.0092266852 0.0069336130
OFG US Equity 0.0082358762 1.158165e-02 0.0109645773 0.0069312101
OII US Equity 0.0059349423 9.944410e-03 0.0093811569 0.0089468546
OLP US Equity 0.0038996677 1.101084e-02 0.0103592986 0.0045702063
ORBT US Equity 0.0029774498 3.727141e-03 0.0024613040 0.0056559307
OSUR US Equity 0.0030797998 -4.247177e-04 -0.0002547824 -0.0004219937
PARD US Equity 0.0046633819 4.235007e-03 0.0063120068 0.0043541852
PATK US Equity 0.0023107862 1.883814e-02 0.0172261510 0.0067750257
PDCE US Equity 0.0070272916 7.532049e-03 0.0073412223 0.0104314816
PLAB US Equity 0.0042933487 -6.952564e-05 0.0006491040 0.0072893728
PLXS US Equity 0.0051517026 4.315657e-03 0.0041338661 0.0046947582
QUMU US Equity 0.0039107336 3.214341e-03 0.0031113103 0.0095244587
RDN US Equity 0.0100033841 2.885895e-02 0.0256064826 0.0045157457
REGN US Equity 0.0012589866 3.305966e-04 0.0014643270 0.0033886442
RELV US Equity 0.0007058043 4.488866e-03 0.0038593658 0.0012498871
RGEN US Equity 0.0015572200 6.199100e-04 0.0014368966 0.0041397655
RGS US Equity 0.0044643013 9.860387e-03 0.0088904219 0.0060802421
RIG US Equity 0.0064809094 1.383323e-02 0.0134069738 0.0114035138
RRC US Equity 0.0031540669 7.072216e-03 0.0063667157 0.0043160928
SCI US Equity 0.0028958767 5.476191e-03 0.0054273146 0.0055751593
SIF US Equity 0.0037062862 7.590979e-03 0.0076303592 0.0049916778
SKY US Equity 0.0065790338 3.035535e-03 0.0026686516 0.0046500934
SLGD US Equity 0.0001240082 7.702143e-03 0.0065652831 -0.0003621292
SM US Equity 0.0079648202 1.465329e-02 0.0133946878 0.0123077484
SMG US Equity 0.0029032871 6.379772e-03 0.0060136772 0.0040277859
SODI US Equity 0.0064722329 4.070154e-03 0.0058370446 0.0050152626
SSY US Equity 0.0017355144 1.162608e-03 0.0011648576 0.0022529378
STC US Equity 0.0045409712 2.267643e-03 0.0012551014 0.0024542001
STFC US Equity 0.0033564108 1.197107e-03 0.0014103106 0.0027990040
STRL US Equity 0.0034378094 4.112577e-03 0.0033267626 0.0047821038
SUP US Equity 0.0084683926 1.100394e-02 0.0108523792 0.0185850424
TGB US Equity 0.0064000428 1.694499e-02 0.0158433001 0.0103696763
THC US Equity 0.0082861647 6.982647e-03 0.0059789013 0.0061345610
THRM US Equity 0.0018506003 2.831424e-03 0.0034515667 0.0098789378
TISI US Equity 0.0044089387 7.613598e-03 0.0071037071 0.0081330811
TREC US Equity 0.0013507705 5.589868e-03 0.0047029963 0.0065395205
TRIB US Equity 0.0028297094 5.436248e-03 0.0052033335 0.0088583797
TTI US Equity 0.0064176120 1.137463e-02 0.0110934184 0.0095940315
USAK US Equity 0.0039474586 3.447761e-03 0.0032754657 0.0033418180
UTMD US Equity 0.0004463598 1.368629e-03 0.0010756219 0.0009947734
UUU US Equity 0.0030714612 1.449162e-03 0.0019182903 0.0057639614
VASO US Equity 0.0045975115 8.647903e-03 0.0086815371 0.0077679193
VGR US Equity 0.0021845820 3.791569e-03 0.0031585021 0.0066518409
VGZ US Equity -0.0018146863 2.170178e-03 0.0025590097 0.0024228765
VHI US Equity 0.0051554001 9.387680e-03 0.0100210208 0.0069301593
VSEC US Equity 0.0046249844 5.702800e-03 0.0055843315 0.0048550061
WDC US Equity 0.0049477204 1.084300e-02 0.0099151512 0.0063400002
WNC US Equity 0.0084487335 2.830566e-02 0.0248582207 0.0066684754
WTT US Equity 0.0006405104 2.909974e-03 0.0025882620 0.0059923238
ZIXI US Equity 0.0039389407 5.776505e-03 0.0055726031 0.0062569989
GHM US Equity GIII US Equity GLT US Equity GLW US Equity
AIG US Equity 4.933849e-03 1.188604e-02 0.0035989202 4.527032e-03
ALKS US Equity 4.331163e-03 6.708459e-03 0.0023321015 9.930369e-03
AMSC US Equity 8.020859e-03 7.459850e-03 0.0045943004 1.043342e-02
AMSWA US Equity 1.367734e-03 6.473040e-03 0.0018902299 6.906960e-03
ANDR US Equity 1.820725e-03 4.142855e-03 0.0020552058 4.594838e-03
APA US Equity 6.010099e-03 1.279833e-02 0.0055261274 5.455621e-03
ARCB US Equity 5.347238e-03 6.351547e-03 0.0035464282 4.331144e-03
ASYS US Equity 1.849153e-02 1.249323e-02 0.0042772746 1.714049e-02
AXR US Equity 2.855160e-03 1.692990e-03 0.0040788263 1.913104e-03
AZZ US Equity 4.974929e-03 6.216504e-03 0.0032416471 3.962540e-03
BBBY US Equity 3.644487e-03 1.009495e-02 0.0044483640 4.844545e-03
BIIB US Equity 3.601575e-03 4.167122e-03 0.0010855361 5.142483e-03
BOOM US Equity 9.033907e-03 3.357924e-03 0.0056114167 4.773663e-03
BPT US Equity -2.536439e-06 3.045576e-03 0.0007840005 2.322978e-03
BRN US Equity 3.336499e-03 5.038635e-03 0.0017981340 4.204980e-03
BXMT US Equity 1.237242e-03 5.482309e-03 0.0039056876 2.454568e-03
CCK US Equity 1.564605e-03 4.516948e-03 0.0036840300 3.024582e-03
CHCR US Equity 1.977038e-03 6.248555e-03 0.0005417727 6.023297e-03
CLDX US Equity 1.032802e-02 1.652482e-02 0.0056195789 1.486127e-02
CLH US Equity 4.713761e-03 3.225042e-03 0.0008348678 2.164777e-03
CRK US Equity 7.228871e-03 2.361308e-03 0.0010302736 3.063832e-03
CVA US Equity 4.724194e-03 4.104086e-03 0.0034745277 1.514026e-03
CVM US Equity 3.053715e-03 8.443541e-03 0.0072310264 7.449058e-03
CVU US Equity 2.591002e-03 7.378257e-03 0.0024852080 3.719950e-03
DBD US Equity 2.702748e-03 8.598375e-03 0.0056224742 4.049810e-03
DDD US Equity 4.852897e-03 8.678454e-03 0.0059041888 7.064188e-03
DIN US Equity 4.914036e-03 1.129890e-02 0.0065413665 4.854421e-03
DIOD US Equity 7.077920e-03 9.622997e-03 0.0035411612 9.759614e-03
DXLG US Equity 7.068999e-03 2.488025e-02 0.0076510875 2.452535e-03
DXR US Equity -7.938695e-04 -4.207237e-04 0.0007656510 1.214037e-03
EGY US Equity 6.263089e-03 6.333576e-03 0.0009924977 3.502181e-03
ENZ US Equity 4.777660e-03 5.883270e-03 0.0031671376 7.602460e-03
FBP US Equity 4.042458e-03 7.613448e-03 0.0040379990 3.683739e-03
FMCC US Equity 6.012377e-03 1.302439e-02 0.0054463244 6.195786e-03
FNMA US Equity 6.246925e-03 1.190867e-02 0.0057058446 6.315361e-03
FOSL US Equity 6.711434e-03 1.131039e-02 0.0053744705 4.045130e-03
GHM US Equity 2.043712e-02 5.228797e-03 0.0035508066 4.470097e-03
GIII US Equity 5.228797e-03 3.439586e-02 0.0056103393 7.666158e-03
GLT US Equity 3.550807e-03 5.610339e-03 0.0113529592 3.114418e-03
GLW US Equity 4.470097e-03 7.666158e-03 0.0031144182 1.598697e-02
GSS US Equity 1.161221e-03 3.741265e-03 0.0066783561 2.057992e-03
HOV US Equity 4.641448e-03 1.704202e-02 0.0083608958 7.062263e-03
IBAL US Equity 7.408974e-04 3.874247e-03 0.0008527530 3.413181e-03
IBCP US Equity 1.488435e-03 5.931841e-03 0.0020341544 3.028799e-03
ICUI US Equity 1.011301e-03 3.695933e-03 0.0017899397 6.131026e-04
IEC US Equity 1.565906e-03 8.620488e-03 0.0025728852 6.479036e-03
IHT US Equity -7.673152e-06 4.139802e-03 0.0007939491 1.853676e-03
IMCI US Equity 2.599073e-03 6.145036e-03 0.0039656871 9.982477e-03
IMGN US Equity 6.811492e-03 8.533591e-03 0.0026742374 9.829298e-03
INT US Equity 5.318671e-03 4.366499e-03 0.0040562763 3.585504e-03
KBAL US Equity 3.087465e-03 4.512795e-03 0.0036964579 3.488252e-03
LEE US Equity 2.873457e-03 5.467715e-03 0.0064774248 3.868326e-03
LRCX US Equity 4.683981e-03 6.816876e-03 0.0041177152 9.790565e-03
LXU US Equity 2.985783e-03 7.983898e-03 0.0043742542 4.942710e-03
MBI US Equity 3.282650e-03 7.937390e-03 0.0037582218 3.253129e-03
MERC US Equity 2.554818e-03 9.788971e-03 0.0051574896 3.752383e-03
MGIC US Equity 2.677110e-03 5.899994e-03 0.0038426721 5.326634e-03
MGM US Equity 8.430536e-03 1.264406e-02 0.0095063516 4.511521e-03
MNST US Equity 3.797117e-03 2.850241e-03 0.0024386209 2.180027e-03
MTW US Equity 7.265932e-03 9.622532e-03 0.0078804219 5.985347e-03
MTZ US Equity 5.541503e-03 8.523983e-03 0.0047537780 7.132164e-03
MUX US Equity 8.156204e-04 2.703282e-03 0.0052605373 2.262914e-03
NAVB US Equity 3.361949e-03 6.008029e-03 0.0050206710 6.372338e-03
NC US Equity 4.689391e-03 8.332923e-03 0.0045616835 4.085626e-03
NIMU US Equity 6.664573e-03 -9.061942e-05 0.0024149338 1.091333e-02
NROM US Equity 2.465456e-03 2.723834e-03 0.0015098045 1.231852e-03
NTZ US Equity 3.640022e-03 7.432403e-03 0.0052051963 3.772673e-03
OFG US Equity 4.529092e-03 1.136356e-02 0.0047940551 5.054107e-03
OII US Equity 5.852696e-03 1.087266e-02 0.0062836276 6.015022e-03
OLP US Equity 3.166106e-03 6.586290e-03 0.0034273647 2.524641e-03
ORBT US Equity 3.173061e-03 4.788700e-03 0.0016085759 7.412878e-03
OSUR US Equity 5.517130e-03 -1.241982e-04 0.0051381490 6.107765e-03
PARD US Equity -1.981500e-03 1.207215e-02 0.0060948418 1.155741e-02
PATK US Equity 4.450798e-03 1.260963e-02 0.0038374958 4.071455e-03
PDCE US Equity 7.561208e-03 7.034109e-03 0.0059937017 5.610647e-03
PLAB US Equity 7.795381e-03 6.167594e-03 0.0046241971 1.055902e-02
PLXS US Equity 6.445051e-03 7.361823e-03 0.0046270035 9.166718e-03
QUMU US Equity 2.540839e-03 4.803913e-03 0.0028478482 4.359364e-03
RDN US Equity 9.039934e-04 9.728421e-03 0.0049041258 3.512191e-03
REGN US Equity 1.357995e-03 1.696449e-03 0.0022295369 6.917493e-03
RELV US Equity 3.519860e-03 2.206684e-04 -0.0005855172 9.870777e-04
RGEN US Equity 2.636957e-03 1.161076e-03 -0.0005965395 6.617676e-03
RGS US Equity 5.272506e-03 1.013197e-02 0.0036658567 3.500498e-03
RIG US Equity 7.730776e-03 1.362524e-02 0.0053772166 7.366936e-03
RRC US Equity 4.613163e-03 7.132371e-03 0.0051258281 4.843919e-03
SCI US Equity 3.531705e-03 4.571782e-03 0.0028817460 3.290806e-03
SIF US Equity 8.128474e-03 7.419484e-03 0.0042644159 4.979591e-03
SKY US Equity 2.075609e-03 6.001644e-03 0.0038317046 2.331173e-03
SLGD US Equity 1.190907e-03 5.612053e-03 0.0015434183 4.701453e-05
SM US Equity 8.734152e-03 1.447274e-02 0.0078488465 8.175696e-03
SMG US Equity 1.796978e-03 5.538329e-03 0.0032087680 3.208603e-03
SODI US Equity 3.309150e-03 7.631948e-04 0.0052296725 2.004576e-03
SSY US Equity 3.359087e-03 6.257565e-03 0.0042033318 3.117129e-03
STC US Equity 6.265544e-04 3.283453e-03 0.0019251610 3.390904e-03
STFC US Equity 1.733648e-03 2.703349e-03 0.0008231321 1.563512e-03
STRL US Equity 4.068087e-03 1.316881e-02 0.0037742369 4.393286e-03
SUP US Equity 6.454505e-03 1.688168e-02 0.0060293011 5.729318e-03
TGB US Equity 6.547183e-03 1.233979e-02 0.0064221508 8.882957e-03
THC US Equity 5.758355e-03 7.696374e-03 0.0044510256 3.581650e-03
THRM US Equity 2.950630e-03 6.755469e-03 0.0052631329 8.369986e-03
TISI US Equity 6.239146e-03 7.279315e-03 0.0038216459 -2.416713e-04
TREC US Equity 6.373065e-03 6.480504e-03 0.0051205707 4.080015e-03
TRIB US Equity 4.713120e-03 8.685342e-03 0.0046271874 6.834796e-03
TTI US Equity 6.614772e-03 1.214809e-02 0.0050092087 6.736987e-03
USAK US Equity 2.839012e-03 6.101984e-03 0.0023597615 2.783756e-03
UTMD US Equity 7.777131e-04 3.874198e-04 0.0018305580 1.689545e-03
UUU US Equity 3.519694e-03 2.253527e-03 0.0028730199 7.826277e-03
VASO US Equity 7.912281e-03 1.357057e-02 0.0056643901 7.108274e-03
VGR US Equity 1.053862e-03 4.345485e-03 0.0022058861 3.163615e-03
VGZ US Equity 1.286929e-03 1.722713e-03 0.0034649794 -6.407473e-03
VHI US Equity 3.425460e-03 3.274224e-03 0.0047679236 3.149660e-03
VSEC US Equity 5.765853e-03 5.963705e-03 0.0028308107 2.276043e-03
WDC US Equity 6.285195e-03 9.137129e-03 0.0012511050 7.452298e-03
WNC US Equity 3.877189e-03 9.710461e-03 0.0063801435 3.675440e-03
WTT US Equity 2.189977e-03 6.436644e-03 0.0032660923 7.466705e-03
ZIXI US Equity 6.163921e-03 5.893292e-03 0.0028650901 6.752824e-03
GSS US Equity HOV US Equity IBAL US Equity IBCP US Equity
AIG US Equity -5.035028e-04 1.909681e-02 1.766702e-02 9.256640e-03
ALKS US Equity 1.067148e-02 2.037262e-03 1.103380e-03 4.088561e-04
AMSC US Equity 9.950539e-03 5.360477e-03 9.716970e-03 1.680226e-03
AMSWA US Equity 2.814616e-03 4.985533e-03 1.021068e-02 3.840506e-03
ANDR US Equity 7.722286e-03 1.625339e-03 1.302590e-03 1.342799e-03
APA US Equity 3.293008e-03 1.388413e-02 2.951169e-03 3.916437e-03
ARCB US Equity -1.065819e-03 9.982495e-03 2.356976e-03 3.914388e-03
ASYS US Equity 5.986156e-03 8.854437e-03 8.852555e-04 1.226806e-04
AXR US Equity 4.593928e-03 8.683399e-03 7.667680e-05 2.027375e-03
AZZ US Equity 1.158122e-03 7.925547e-03 6.220345e-04 4.616699e-03
BBBY US Equity 3.248154e-03 8.701690e-03 2.917023e-03 3.279681e-03
BIIB US Equity 2.294641e-03 2.735022e-03 7.900951e-03 1.118762e-03
BOOM US Equity 1.878621e-03 9.223655e-03 -7.808155e-04 3.566541e-03
BPT US Equity 3.823204e-03 1.631219e-05 4.612697e-03 -2.440714e-04
BRN US Equity -1.155818e-03 3.223959e-03 2.530438e-03 1.015083e-02
BXMT US Equity 1.936265e-03 1.271937e-02 5.256718e-03 7.193371e-03
CCK US Equity 1.991240e-03 6.568396e-03 1.278274e-03 2.949414e-03
CHCR US Equity 1.415473e-03 7.360936e-03 -5.669677e-03 7.283349e-03
CLDX US Equity 2.041418e-03 1.956702e-02 8.852545e-03 5.889918e-03
CLH US Equity 4.083722e-04 2.952103e-03 1.375633e-03 1.716316e-03
CRK US Equity -1.923089e-04 1.590011e-03 -7.377007e-04 1.472429e-03
CVA US Equity 3.070813e-03 3.045092e-03 2.552516e-03 1.160181e-03
CVM US Equity 1.238231e-02 1.010414e-02 9.268158e-03 2.272873e-03
CVU US Equity -2.105938e-03 8.132112e-03 -2.946835e-03 4.757132e-03
DBD US Equity 6.073791e-05 7.825706e-03 2.920058e-03 3.121535e-03
DDD US Equity 6.801531e-03 1.116144e-02 4.938819e-03 4.311360e-03
DIN US Equity 4.543693e-05 1.603423e-02 2.107753e-03 4.457843e-03
DIOD US Equity 1.347217e-03 9.790187e-03 8.140477e-03 3.862229e-03
DXLG US Equity 3.124921e-03 1.869053e-02 2.323863e-03 4.640854e-03
DXR US Equity 2.573731e-03 -1.375110e-03 6.961005e-04 1.769921e-04
EGY US Equity 4.759087e-03 2.903788e-03 6.073849e-03 2.949849e-03
ENZ US Equity 2.469353e-03 6.081222e-03 9.090367e-03 3.303233e-03
FBP US Equity 2.337497e-03 1.005614e-02 4.218251e-03 5.864230e-03
FMCC US Equity 2.611478e-03 2.461651e-02 1.689805e-02 1.638611e-02
FNMA US Equity 3.700916e-03 2.270533e-02 1.450239e-02 1.445242e-02
FOSL US Equity 4.389369e-03 9.449434e-03 6.633287e-03 3.655727e-03
GHM US Equity 1.161221e-03 4.641448e-03 7.408974e-04 1.488435e-03
GIII US Equity 3.741265e-03 1.704202e-02 3.874247e-03 5.931841e-03
GLT US Equity 6.678356e-03 8.360896e-03 8.527530e-04 2.034154e-03
GLW US Equity 2.057992e-03 7.062263e-03 3.413181e-03 3.028799e-03
GSS US Equity 5.527278e-02 6.862925e-03 3.487675e-03 -1.028131e-03
HOV US Equity 6.862925e-03 5.039884e-02 5.018832e-03 1.308271e-02
IBAL US Equity 3.487675e-03 5.018832e-03 6.180633e-02 -1.543457e-03
IBCP US Equity -1.028131e-03 1.308271e-02 -1.543457e-03 3.190807e-02
ICUI US Equity -4.809659e-04 2.339406e-03 3.637033e-03 1.819607e-03
IEC US Equity 3.096938e-03 4.955579e-03 -9.731293e-04 1.980693e-03
IHT US Equity 1.072344e-03 1.267981e-03 4.850358e-03 -2.983096e-04
IMCI US Equity 4.277684e-03 3.449451e-03 7.283678e-03 3.077845e-03
IMGN US Equity 1.647362e-03 5.575066e-03 2.519072e-03 5.266358e-03
INT US Equity 2.823061e-03 5.990134e-03 3.884682e-03 3.478350e-03
KBAL US Equity 4.722655e-03 6.635454e-03 -3.427656e-03 4.066614e-03
LEE US Equity 3.953845e-03 1.399165e-02 -1.556108e-03 8.885037e-03
LRCX US Equity 3.534611e-03 8.180641e-03 3.512828e-03 2.717008e-03
LXU US Equity 3.776013e-03 8.600360e-03 6.310339e-03 3.885212e-03
MBI US Equity 2.028255e-03 1.397639e-02 2.927331e-03 8.948128e-03
MERC US Equity 7.578758e-03 1.952541e-02 2.618776e-02 5.035367e-03
MGIC US Equity 4.171544e-03 7.162108e-03 -2.131962e-03 1.268044e-03
MGM US Equity 2.618622e-03 1.738426e-02 2.038695e-03 1.613386e-03
MNST US Equity 7.610331e-04 2.832361e-03 1.086691e-03 1.038996e-03
MTW US Equity 4.748075e-03 1.169785e-02 4.231457e-05 4.435925e-03
MTZ US Equity 4.510101e-03 7.328151e-03 9.516665e-05 5.387579e-03
MUX US Equity 1.995403e-02 2.782554e-03 2.902387e-03 -3.992827e-04
NAVB US Equity 1.225871e-02 5.950542e-03 2.175863e-03 3.364795e-03
NC US Equity 3.482896e-03 1.425209e-02 1.555493e-03 6.253015e-03
NIMU US Equity 1.815396e-02 -4.862724e-03 1.066089e-02 5.337189e-04
NROM US Equity 3.305802e-03 2.253656e-03 3.329106e-03 1.458679e-03
NTZ US Equity 3.027938e-03 1.087506e-02 8.096247e-04 4.090758e-03
OFG US Equity 3.523369e-03 1.730623e-02 -1.593843e-04 1.026883e-02
OII US Equity 6.566497e-03 1.056135e-02 3.036195e-03 3.811900e-03
OLP US Equity 2.626381e-03 8.230652e-03 2.792352e-03 3.407108e-03
ORBT US Equity 4.140200e-03 5.624717e-03 1.945721e-02 4.195078e-03
OSUR US Equity 4.669531e-03 2.642751e-03 4.492851e-03 8.692074e-04
PARD US Equity 1.789756e-03 1.719182e-02 6.319963e-03 2.412078e-03
PATK US Equity 5.043900e-03 1.214638e-02 2.323077e-03 5.811211e-03
PDCE US Equity 5.469509e-03 6.420300e-03 2.552388e-03 3.686965e-03
PLAB US Equity 8.552090e-03 6.792000e-03 5.541245e-04 1.403924e-03
PLXS US Equity 7.243753e-04 8.730774e-03 6.382905e-04 1.838872e-03
QUMU US Equity 5.207701e-03 4.952080e-03 -1.439740e-04 3.968173e-03
RDN US Equity 4.947304e-03 1.442698e-02 9.096850e-03 5.524394e-03
REGN US Equity 8.149142e-03 1.123503e-03 7.535832e-03 -2.100463e-03
RELV US Equity 3.964534e-03 -3.743642e-04 -6.838165e-04 2.109502e-03
RGEN US Equity 6.405818e-03 9.641559e-05 3.924421e-03 -1.241340e-04
RGS US Equity 3.110002e-03 9.179803e-03 2.037548e-03 4.161278e-03
RIG US Equity 4.231980e-03 8.871635e-03 3.043823e-03 4.640919e-03
RRC US Equity 1.565436e-03 8.227545e-03 3.100888e-03 3.899718e-03
SCI US Equity 3.333963e-04 4.726529e-03 4.163983e-03 3.427277e-03
SIF US Equity 5.784246e-03 9.092705e-03 5.444842e-03 1.713739e-03
SKY US Equity 1.333916e-03 7.499535e-03 6.451661e-04 4.174005e-03
SLGD US Equity -2.782729e-04 5.914810e-03 1.505158e-03 1.172574e-03
SM US Equity 1.219576e-03 1.516432e-02 6.462776e-03 4.784338e-03
SMG US Equity -3.606092e-04 6.125580e-03 -1.146810e-03 4.180921e-03
SODI US Equity 7.163769e-03 -2.797407e-03 1.542277e-02 -1.529089e-03
SSY US Equity 2.548160e-03 5.747497e-03 5.669466e-03 2.353455e-03
STC US Equity 3.951141e-03 8.153384e-03 1.661095e-03 3.700864e-03
STFC US Equity 4.443639e-04 1.484009e-03 -6.244642e-04 1.763520e-03
STRL US Equity -3.855331e-04 7.292727e-03 -1.599197e-03 4.057749e-03
SUP US Equity 1.328581e-03 1.289085e-02 8.764408e-04 5.252379e-03
TGB US Equity 1.163044e-02 1.181413e-02 4.822948e-03 5.109382e-03
THC US Equity 1.020677e-04 8.248583e-03 3.085128e-03 4.111412e-03
THRM US Equity 1.276794e-02 8.032766e-03 2.016591e-03 9.908166e-04
TISI US Equity 1.066712e-03 4.468534e-03 1.818709e-03 2.637923e-03
TREC US Equity 9.182031e-03 5.440312e-03 5.849229e-03 2.513700e-03
TRIB US Equity 3.547776e-03 6.123711e-03 1.180184e-03 2.470557e-03
TTI US Equity 4.894785e-03 1.429160e-02 5.110084e-03 4.007930e-03
USAK US Equity -9.284278e-04 7.431794e-03 4.585676e-04 2.919765e-03
UTMD US Equity 4.959859e-04 8.637316e-04 -1.965801e-04 1.197656e-03
UUU US Equity 2.773129e-03 4.722158e-03 5.963835e-04 2.717438e-03
VASO US Equity 2.563568e-03 1.328933e-02 5.711399e-03 5.768119e-03
VGR US Equity -5.344002e-04 4.101053e-03 2.073920e-03 2.179677e-03
VGZ US Equity 3.007391e-02 8.553148e-04 -5.590751e-04 5.816775e-05
VHI US Equity 2.947805e-03 8.808372e-03 -1.781278e-03 2.866060e-03
VSEC US Equity 5.554742e-04 6.833663e-03 2.720728e-03 1.086330e-03
WDC US Equity -2.793769e-03 9.014632e-03 1.384933e-03 3.889931e-03
WNC US Equity 9.463546e-03 1.668491e-02 1.136328e-02 4.535009e-03
WTT US Equity 6.459056e-03 6.155940e-03 6.568383e-03 2.929697e-03
ZIXI US Equity 1.518693e-03 5.665044e-03 8.488010e-03 1.177265e-03
ICUI US Equity IEC US Equity IHT US Equity IMCI US Equity
AIG US Equity 0.0009426361 0.0051816211 3.626879e-03 -7.732147e-04
ALKS US Equity 0.0007111008 0.0024763488 -9.848605e-04 1.758494e-02
AMSC US Equity 0.0019289881 0.0082889752 3.269153e-03 1.888360e-02
AMSWA US Equity 0.0019749276 0.0152949020 3.277906e-03 7.376066e-03
ANDR US Equity -0.0005800295 0.0054767953 -8.110799e-04 7.191942e-03
APA US Equity 0.0014009543 0.0019904217 1.068791e-03 2.098382e-03
ARCB US Equity 0.0020513118 0.0046435995 2.332089e-03 -8.794675e-04
ASYS US Equity -0.0000274860 0.0077897748 1.240808e-03 2.269275e-02
AXR US Equity 0.0007907601 0.0042866395 6.030171e-04 5.162220e-03
AZZ US Equity 0.0013918871 0.0023243302 7.759602e-04 5.813508e-04
BBBY US Equity 0.0005822166 0.0059384801 2.127607e-03 2.280242e-03
BIIB US Equity 0.0036796837 -0.0003289115 -1.267024e-03 9.059630e-03
BOOM US Equity 0.0027105604 0.0081771045 1.595284e-03 2.318444e-03
BPT US Equity -0.0014789585 -0.0008127107 6.193813e-03 9.948311e-04
BRN US Equity 0.0021550440 0.0020071525 4.185929e-03 7.494927e-03
BXMT US Equity 0.0009227537 0.0042115260 -6.854639e-04 4.445839e-03
CCK US Equity 0.0009634851 0.0043190756 -6.634294e-04 -5.218238e-04
CHCR US Equity 0.0026935082 0.0048517920 1.809593e-03 8.941894e-03
CLDX US Equity 0.0040105567 0.0069375894 5.865028e-04 2.330146e-02
CLH US Equity 0.0013840416 0.0037070553 1.207450e-03 7.356337e-03
CRK US Equity 0.0025699371 0.0003823955 -1.991760e-03 7.953069e-03
CVA US Equity 0.0036321230 0.0043936321 4.559738e-04 -1.252887e-03
CVM US Equity 0.0026634685 0.0205850866 5.902545e-03 1.708178e-02
CVU US Equity 0.0021658491 0.0083799247 2.587352e-03 -5.729604e-06
DBD US Equity 0.0020588196 0.0018509964 1.085998e-03 3.701566e-03
DDD US Equity 0.0043343409 0.0049437060 6.349523e-03 1.335365e-02
DIN US Equity 0.0018161017 0.0078494092 1.559464e-03 1.253874e-03
DIOD US Equity 0.0042208681 0.0087778327 1.404850e-03 5.753694e-03
DXLG US Equity 0.0025952932 0.0057604503 1.664351e-02 3.005005e-03
DXR US Equity 0.0013832584 0.0008447992 -8.598633e-04 1.156029e-02
EGY US Equity -0.0006264445 0.0049951238 1.067257e-02 3.113800e-03
ENZ US Equity 0.0042486941 0.0035461588 -3.139664e-04 8.657941e-03
FBP US Equity 0.0021056919 0.0064344533 1.684349e-03 -9.098227e-04
FMCC US Equity 0.0016739685 0.0030324634 2.863207e-03 1.148250e-02
FNMA US Equity 0.0012259216 0.0023842221 3.124115e-03 1.154061e-02
FOSL US Equity 0.0030818191 0.0066350022 6.603769e-03 3.579182e-03
GHM US Equity 0.0010113013 0.0015659062 -7.673152e-06 2.599073e-03
GIII US Equity 0.0036959326 0.0086204879 4.139802e-03 6.145036e-03
GLT US Equity 0.0017899397 0.0025728852 7.939491e-04 3.965687e-03
GLW US Equity 0.0006131026 0.0064790363 1.853676e-03 9.982477e-03
GSS US Equity -0.0004809659 0.0030969381 1.072344e-03 4.277684e-03
HOV US Equity 0.0023394060 0.0049555787 1.267981e-03 3.449451e-03
IBAL US Equity 0.0036370330 -0.0009731293 4.850358e-03 7.283678e-03
IBCP US Equity 0.0018196067 0.0019806928 -2.983096e-04 3.077845e-03
ICUI US Equity 0.0092641358 -0.0008635493 -3.529506e-04 2.982869e-03
IEC US Equity -0.0008635493 0.0666750431 7.909762e-03 1.090212e-02
IHT US Equity -0.0003529506 0.0079097619 3.958923e-02 2.516607e-03
IMCI US Equity 0.0029828690 0.0109021172 2.516607e-03 1.557461e-01
IMGN US Equity 0.0057667262 0.0067269627 -4.596411e-03 1.726943e-02
INT US Equity 0.0021381007 0.0056111627 2.198986e-03 8.817076e-03
KBAL US Equity 0.0007050911 0.0026745034 -1.232839e-04 -7.217893e-04
LEE US Equity 0.0013166713 0.0035952641 7.207146e-04 9.526325e-05
LRCX US Equity 0.0016126560 0.0138683363 3.780990e-03 1.082136e-02
LXU US Equity 0.0018359242 0.0082556266 5.978386e-03 9.495010e-03
MBI US Equity 0.0028418422 0.0019812870 1.664364e-03 -2.255741e-03
MERC US Equity 0.0004304321 0.0074541267 1.233109e-03 1.188078e-02
MGIC US Equity 0.0004149581 0.0105912879 3.487736e-03 -7.371234e-03
MGM US Equity 0.0033653539 0.0093543834 9.842328e-04 4.130600e-03
MNST US Equity 0.0024078509 0.0041927858 7.010037e-04 6.516025e-03
MTW US Equity 0.0019985276 0.0057491795 3.034992e-03 5.291603e-03
MTZ US Equity 0.0034515691 0.0054629353 2.785071e-03 6.443723e-03
MUX US Equity -0.0024698358 -0.0001451333 5.353512e-03 1.747967e-03
NAVB US Equity -0.0010727629 0.0115986061 4.892756e-03 3.165009e-02
NC US Equity 0.0022151445 0.0063632719 3.779093e-04 3.246777e-03
NIMU US Equity -0.0029528153 0.0097985319 2.868510e-03 3.083301e-02
NROM US Equity 0.0009442115 0.0009292440 6.878778e-04 -2.525416e-03
NTZ US Equity 0.0019262291 0.0052424918 3.443890e-03 1.161466e-02
OFG US Equity 0.0023006374 0.0053560856 3.209488e-03 -9.771907e-04
OII US Equity 0.0016381887 0.0037978312 5.845523e-03 4.169329e-03
OLP US Equity 0.0006587643 0.0037926032 9.499916e-04 -1.748349e-03
ORBT US Equity 0.0051986036 0.0115615154 1.321482e-03 2.263201e-02
OSUR US Equity 0.0032352841 0.0048818613 -3.899614e-05 1.261118e-02
PARD US Equity -0.0014315700 0.0220601428 -3.240996e-03 2.109570e-02
PATK US Equity 0.0024751858 0.0096948565 -4.093726e-05 2.366823e-03
PDCE US Equity 0.0012632708 0.0074313831 2.711407e-03 -1.238886e-03
PLAB US Equity 0.0027134712 0.0097135397 -1.295317e-03 2.610461e-02
PLXS US Equity 0.0019673923 0.0123832053 2.300596e-03 1.015009e-02
QUMU US Equity 0.0039584868 0.0073776388 -4.220411e-04 7.453455e-03
RDN US Equity 0.0024414084 0.0045224991 9.470860e-04 4.933951e-03
REGN US Equity 0.0010124653 -0.0031802615 -2.034186e-03 2.776797e-02
RELV US Equity 0.0006660552 0.0027091475 -1.628359e-04 1.929056e-03
RGEN US Equity -0.0010241283 0.0094492448 2.789454e-05 1.762473e-02
RGS US Equity 0.0027574578 0.0035202516 -4.332552e-04 5.423342e-03
RIG US Equity 0.0007883702 0.0027789007 5.806562e-03 5.082061e-03
RRC US Equity 0.0002250746 -0.0007051440 3.577655e-03 3.242437e-03
SCI US Equity 0.0008617030 0.0155451559 4.039266e-03 7.731307e-03
SIF US Equity 0.0019527677 0.0057972517 2.881500e-04 5.527548e-04
SKY US Equity 0.0025476833 0.0040890375 1.813625e-03 8.061348e-03
SLGD US Equity 0.0020109315 0.0031195022 2.196989e-03 6.109328e-03
SM US Equity 0.0031578917 0.0029210714 3.803888e-03 1.126589e-02
SMG US Equity 0.0017538042 0.0030760226 8.021806e-04 1.112953e-03
SODI US Equity 0.0001753948 0.0079546640 7.047787e-03 1.351480e-02
SSY US Equity 0.0021141928 0.0002759332 2.140863e-04 2.848407e-03
STC US Equity 0.0015137227 -0.0003948055 -8.466526e-04 1.636142e-03
STFC US Equity 0.0018775138 -0.0014156412 -9.216066e-04 2.100119e-03
STRL US Equity 0.0022580763 -0.0023482213 3.486494e-03 -4.962915e-03
SUP US Equity 0.0029774375 0.0041442276 9.809025e-03 -1.600123e-03
TGB US Equity 0.0015643399 0.0157123043 8.062887e-03 7.596986e-03
THC US Equity 0.0024390546 0.0065134354 2.948756e-03 5.454740e-03
THRM US Equity 0.0014673956 0.0135044150 1.999690e-03 2.036313e-02
TISI US Equity 0.0027308096 0.0019483844 -3.844077e-04 -9.862071e-04
TREC US Equity 0.0051621288 0.0150438432 6.165745e-03 2.293593e-02
TRIB US Equity 0.0010944219 0.0111892792 1.264708e-03 1.154961e-02
TTI US Equity 0.0019258181 0.0095209961 5.703737e-03 3.264131e-03
USAK US Equity 0.0011307214 0.0047423489 2.844952e-03 6.172867e-03
UTMD US Equity 0.0013487744 0.0025047032 -1.499833e-04 2.412277e-03
UUU US Equity 0.0001655510 0.0088817822 1.257164e-03 1.132481e-02
VASO US Equity 0.0044146063 0.0236037520 2.642876e-03 1.034897e-02
VGR US Equity 0.0030124586 0.0046969685 2.205282e-04 2.542317e-03
VGZ US Equity -0.0007764104 -0.0006294145 6.057562e-03 -5.978689e-03
VHI US Equity 0.0007603680 0.0033396714 4.788811e-04 3.090123e-03
VSEC US Equity 0.0021665435 0.0027492288 3.232736e-03 -4.968844e-03
WDC US Equity 0.0018779727 0.0168009446 2.693603e-03 7.624389e-03
WNC US Equity 0.0015997588 0.0110572177 2.822071e-04 -1.386195e-03
WTT US Equity 0.0022039889 0.0119595284 -4.982643e-05 1.267770e-02
ZIXI US Equity 0.0021679759 0.0078630640 1.375433e-04 1.024362e-02
IMGN US Equity INT US Equity KBAL US Equity LEE US Equity
AIG US Equity 6.706488e-03 0.0035895156 1.750680e-03 4.615354e-03
ALKS US Equity 1.873124e-02 0.0044738750 5.657860e-03 -2.657614e-03
AMSC US Equity 2.140417e-02 0.0056885092 4.008130e-03 3.766927e-03
AMSWA US Equity 1.056948e-02 0.0049286009 2.272375e-03 3.397500e-03
ANDR US Equity 1.688055e-02 0.0055919087 2.869530e-03 1.120527e-02
APA US Equity 3.132628e-03 0.0050199208 3.163199e-03 7.175516e-03
ARCB US Equity 4.089745e-03 0.0027044896 2.196082e-03 3.813154e-03
ASYS US Equity 2.378370e-02 0.0055579435 6.080216e-03 5.528380e-03
AXR US Equity 3.354690e-03 0.0037642799 3.054017e-03 5.011693e-03
AZZ US Equity 6.318425e-03 0.0055217835 3.859588e-03 4.061707e-03
BBBY US Equity 5.035996e-03 0.0026552676 2.923455e-03 4.606953e-03
BIIB US Equity 1.233613e-02 0.0033448683 1.626941e-03 2.041230e-03
BOOM US Equity 7.700001e-03 0.0078313812 7.768235e-03 3.815315e-03
BPT US Equity -1.787178e-03 0.0050674955 5.801337e-05 2.445556e-03
BRN US Equity 5.998570e-03 0.0025369074 1.975276e-03 2.072673e-03
BXMT US Equity 2.625379e-03 0.0026213788 3.633257e-03 9.565644e-03
CCK US Equity -1.144877e-04 0.0039489686 2.831079e-03 2.480887e-03
CHCR US Equity 7.440253e-03 0.0070541781 4.208023e-03 2.821831e-03
CLDX US Equity 2.460452e-02 0.0089552371 5.740930e-03 5.148611e-03
CLH US Equity 4.988837e-03 0.0041108312 2.492033e-03 1.287276e-03
CRK US Equity 8.636315e-04 0.0041424877 1.543062e-03 -1.902423e-04
CVA US Equity 5.393756e-03 0.0043839294 2.260613e-03 3.506325e-03
CVM US Equity 1.537841e-02 0.0036285166 3.088975e-03 8.285289e-03
CVU US Equity 9.560012e-03 0.0030174921 3.359398e-03 3.182905e-03
DBD US Equity 6.099805e-03 0.0041619104 3.300101e-03 6.770224e-03
DDD US Equity 1.440157e-02 0.0056301958 6.144839e-03 6.182998e-03
DIN US Equity 4.637076e-03 0.0039953355 2.076354e-03 4.483833e-03
DIOD US Equity 9.364137e-03 0.0057319393 2.831665e-03 5.722228e-03
DXLG US Equity 9.882871e-05 0.0041637571 3.386800e-03 5.837140e-03
DXR US Equity 1.325555e-03 0.0003838044 -3.654461e-04 5.980926e-04
EGY US Equity -2.231649e-03 0.0028313207 4.639347e-03 2.595135e-03
ENZ US Equity 1.598900e-02 0.0039105514 4.824989e-03 4.675763e-03
FBP US Equity 4.108080e-03 0.0038481685 4.503687e-03 4.940108e-03
FMCC US Equity -1.954272e-05 0.0053197090 4.114845e-03 1.483973e-02
FNMA US Equity -8.925669e-04 0.0050883582 4.593306e-03 1.452385e-02
FOSL US Equity 2.819457e-03 0.0055904202 3.119464e-03 6.045988e-03
GHM US Equity 6.811492e-03 0.0053186713 3.087465e-03 2.873457e-03
GIII US Equity 8.533591e-03 0.0043664986 4.512795e-03 5.467715e-03
GLT US Equity 2.674237e-03 0.0040562763 3.696458e-03 6.477425e-03
GLW US Equity 9.829298e-03 0.0035855038 3.488252e-03 3.868326e-03
GSS US Equity 1.647362e-03 0.0028230606 4.722655e-03 3.953845e-03
HOV US Equity 5.575066e-03 0.0059901337 6.635454e-03 1.399165e-02
IBAL US Equity 2.519072e-03 0.0038846820 -3.427656e-03 -1.556108e-03
IBCP US Equity 5.266358e-03 0.0034783502 4.066614e-03 8.885037e-03
ICUI US Equity 5.766726e-03 0.0021381007 7.050911e-04 1.316671e-03
IEC US Equity 6.726963e-03 0.0056111627 2.674503e-03 3.595264e-03
IHT US Equity -4.596411e-03 0.0021989864 -1.232839e-04 7.207146e-04
IMCI US Equity 1.726943e-02 0.0088170760 -7.217893e-04 9.526325e-05
IMGN US Equity 5.208226e-02 0.0035369277 4.652457e-03 3.818647e-03
INT US Equity 3.536928e-03 0.0145135145 2.409220e-03 4.802363e-03
KBAL US Equity 4.652457e-03 0.0024092200 1.062689e-02 4.309539e-03
LEE US Equity 3.818647e-03 0.0048023629 4.309539e-03 4.007320e-02
LRCX US Equity 9.995822e-03 0.0053306595 3.760245e-03 5.768256e-03
LXU US Equity 6.878758e-03 0.0043477257 3.883851e-03 7.357618e-03
MBI US Equity 4.861728e-03 0.0043885663 4.398601e-03 7.110460e-03
MERC US Equity 3.685361e-03 0.0041439608 3.002785e-03 1.264910e-02
MGIC US Equity 7.035900e-03 0.0033131714 3.837224e-03 5.976650e-03
MGM US Equity 4.269075e-03 0.0065327051 3.081335e-03 1.387150e-02
MNST US Equity 3.586104e-03 0.0043993940 1.198858e-03 2.150519e-03
MTW US Equity 5.568650e-03 0.0074060988 5.805142e-03 1.222111e-02
MTZ US Equity 1.050263e-02 0.0052892800 5.824633e-03 2.362345e-03
MUX US Equity -5.234670e-03 0.0087599789 4.064608e-04 3.785493e-03
NAVB US Equity 1.060048e-02 0.0040465994 2.124265e-03 3.819898e-03
NC US Equity 3.400602e-03 0.0034839908 4.573268e-03 1.001139e-02
NIMU US Equity 1.188833e-02 0.0059558507 1.997642e-03 -1.101348e-04
NROM US Equity 4.894321e-03 0.0022920438 1.387120e-03 5.611842e-04
NTZ US Equity 3.433323e-03 0.0037642953 2.946089e-03 7.748363e-03
OFG US Equity 7.127063e-03 0.0040503289 3.315115e-03 4.552974e-03
OII US Equity 5.027937e-03 0.0072516070 5.412026e-03 5.785889e-03
OLP US Equity 3.294412e-03 0.0024874060 2.811848e-03 4.332935e-03
ORBT US Equity 1.371446e-02 0.0085534730 3.422680e-04 2.838249e-03
OSUR US Equity 1.053029e-02 0.0037047323 3.248173e-03 4.629664e-03
PARD US Equity 2.516515e-02 0.0011026943 2.557545e-03 7.659164e-03
PATK US Equity 1.954491e-03 0.0039498538 4.441919e-03 3.945292e-03
PDCE US Equity 1.021199e-03 0.0064396794 5.022742e-03 6.056060e-03
PLAB US Equity 1.158419e-02 0.0058027190 7.519432e-03 -2.736971e-03
PLXS US Equity 1.175133e-02 0.0048467678 3.844246e-03 7.066125e-03
QUMU US Equity 8.651669e-03 0.0039295651 3.323352e-03 2.802946e-03
RDN US Equity 4.371718e-03 0.0031347410 4.893176e-03 1.014575e-02
REGN US Equity 2.623343e-02 0.0013000232 4.884716e-03 -3.901518e-04
RELV US Equity 4.896310e-03 -0.0018626750 1.165580e-03 3.596107e-03
RGEN US Equity 1.431195e-02 0.0039233128 2.697097e-03 -1.133862e-03
RGS US Equity 8.873631e-03 0.0022453474 3.502743e-03 3.059798e-03
RIG US Equity 3.496182e-03 0.0089028233 3.165715e-03 8.654004e-03
RRC US Equity 4.013962e-04 0.0048950893 2.500328e-03 2.178634e-03
SCI US Equity 2.105148e-03 0.0054065546 1.739181e-03 4.888131e-03
SIF US Equity 5.506337e-03 0.0042860580 3.155902e-03 5.169202e-03
SKY US Equity 9.006818e-03 0.0011757402 4.543663e-03 9.440785e-03
SLGD US Equity 3.917151e-04 0.0025321467 -6.720992e-04 -1.307871e-03
SM US Equity 7.788247e-03 0.0082806968 4.194913e-03 1.098795e-02
SMG US Equity 2.908710e-03 0.0037023613 1.992879e-03 4.639833e-03
SODI US Equity 2.917813e-03 0.0012154595 2.716543e-03 -3.592048e-04
SSY US Equity 7.833706e-03 0.0032163863 1.377939e-03 4.016157e-03
STC US Equity 2.622674e-03 0.0011747071 3.760064e-03 1.147576e-03
STFC US Equity 1.538559e-03 0.0018397425 2.315945e-03 1.542305e-03
STRL US Equity 2.948108e-03 0.0028589364 3.502538e-03 4.065489e-03
SUP US Equity 4.762224e-03 0.0077754154 4.076295e-03 9.245752e-03
TGB US Equity 6.932527e-03 0.0057838448 3.611928e-03 8.480333e-03
THC US Equity 6.912607e-03 0.0028636521 1.622823e-03 9.464069e-03
THRM US Equity 1.711406e-02 0.0053707264 4.270552e-03 4.328991e-03
TISI US Equity 1.743068e-03 0.0049176414 3.331091e-03 3.145503e-03
TREC US Equity 4.439714e-03 0.0069619016 5.533336e-03 -9.282868e-05
TRIB US Equity 1.316962e-02 0.0052682683 2.343127e-03 1.812085e-03
TTI US Equity 5.376367e-03 0.0062090897 4.250456e-03 3.580471e-03
USAK US Equity 7.517191e-03 0.0019477668 1.647900e-03 1.421192e-03
UTMD US Equity 3.689306e-03 0.0023075243 1.537701e-03 1.242132e-03
UUU US Equity 1.384965e-02 0.0040758099 4.272495e-03 3.114059e-03
VASO US Equity 8.559384e-03 0.0069957847 -2.985537e-04 9.470123e-03
VGR US Equity 8.196745e-03 0.0014573704 2.037008e-03 3.299563e-03
VGZ US Equity -9.191452e-03 0.0019801047 5.230105e-04 1.698789e-03
VHI US Equity -7.461063e-04 0.0029497611 2.864528e-03 1.188906e-02
VSEC US Equity 5.751091e-03 0.0030253808 4.105067e-03 4.650388e-03
WDC US Equity 1.011381e-02 0.0057087805 2.540504e-03 6.159353e-03
WNC US Equity 7.853550e-03 0.0048848471 4.984473e-03 1.015640e-02
WTT US Equity 1.533961e-02 0.0050353389 1.825487e-03 4.819235e-03
ZIXI US Equity 1.638633e-02 0.0071819549 3.080259e-03 6.423894e-03
LRCX US Equity LXU US Equity MBI US Equity MERC US Equity
AIG US Equity 0.0058459053 4.240659e-03 0.0178678624 0.0500115979
ALKS US Equity 0.0072418835 6.157688e-03 -0.0005844368 0.0036870117
AMSC US Equity 0.0105859565 1.157172e-02 0.0020143643 0.0057808679
AMSWA US Equity 0.0128625986 6.144438e-03 0.0024475367 0.0036825125
ANDR US Equity 0.0065973167 3.032841e-03 0.0032477158 0.0109266456
APA US Equity 0.0045399305 5.054013e-03 0.0057455024 0.0087212606
ARCB US Equity 0.0061365101 6.055624e-03 0.0076917480 0.0062777638
ASYS US Equity 0.0146025656 9.982932e-03 0.0062687548 0.0047098403
AXR US Equity 0.0021905092 3.438929e-03 0.0013317356 0.0023897991
AZZ US Equity 0.0063431720 7.029053e-03 0.0047197968 0.0023237376
BBBY US Equity 0.0060247000 5.452738e-03 0.0029520761 0.0039655863
BIIB US Equity 0.0053641581 1.682454e-03 0.0014833751 0.0023243512
BOOM US Equity 0.0067028373 1.112620e-03 0.0055191637 0.0077111895
BPT US Equity 0.0012719462 3.440691e-04 0.0014906140 0.0029800530
BRN US Equity 0.0036007585 7.119626e-03 0.0044287694 0.0062437321
BXMT US Equity 0.0063686221 4.231645e-03 0.0075297706 0.0208240448
CCK US Equity 0.0052162956 4.109507e-03 0.0035428191 0.0027401221
CHCR US Equity 0.0100255113 6.991249e-04 0.0030903394 0.0037568305
CLDX US Equity 0.0169635224 4.108706e-03 0.0007559050 0.0086361321
CLH US Equity 0.0026027771 4.792251e-03 0.0028025112 0.0049568766
CRK US Equity 0.0013265644 4.287969e-03 0.0040211903 0.0013833478
CVA US Equity 0.0087824734 3.594413e-03 0.0024702939 0.0030367521
CVM US Equity 0.0090709389 4.454697e-03 0.0024274764 0.0154681082
CVU US Equity 0.0057672000 4.062211e-03 0.0053366151 0.0064417080
DBD US Equity 0.0055889480 5.548938e-03 0.0051220511 0.0069671011
DDD US Equity 0.0085386808 5.593074e-03 0.0052988623 0.0112910699
DIN US Equity 0.0056195304 5.947614e-03 0.0060052482 0.0022397747
DIOD US Equity 0.0141270170 3.127989e-03 0.0043408311 0.0056087460
DXLG US Equity 0.0041326668 9.021535e-03 0.0099701604 0.0121619949
DXR US Equity 0.0018852051 -4.288332e-04 0.0012861627 0.0052748232
EGY US Equity 0.0091309760 3.727390e-03 0.0011826883 0.0085507182
ENZ US Equity 0.0077003465 5.165478e-03 0.0026901408 0.0048902954
FBP US Equity 0.0037942037 5.843141e-03 0.0071217113 0.0052404616
FMCC US Equity 0.0065490380 9.365155e-03 0.0211364311 0.0599810584
FNMA US Equity 0.0065993367 1.006035e-02 0.0197119561 0.0530668112
FOSL US Equity 0.0072252888 1.158419e-02 0.0052584815 0.0058214155
GHM US Equity 0.0046839810 2.985783e-03 0.0032826497 0.0025548180
GIII US Equity 0.0068168757 7.983898e-03 0.0079373899 0.0097889708
GLT US Equity 0.0041177152 4.374254e-03 0.0037582218 0.0051574896
GLW US Equity 0.0097905646 4.942710e-03 0.0032531285 0.0037523833
GSS US Equity 0.0035346107 3.776013e-03 0.0020282551 0.0075787580
HOV US Equity 0.0081806412 8.600360e-03 0.0139763859 0.0195254055
IBAL US Equity 0.0035128281 6.310339e-03 0.0029273312 0.0261877583
IBCP US Equity 0.0027170081 3.885212e-03 0.0089481279 0.0050353674
ICUI US Equity 0.0016126560 1.835924e-03 0.0028418422 0.0004304321
IEC US Equity 0.0138683363 8.255627e-03 0.0019812870 0.0074541267
IHT US Equity 0.0037809903 5.978386e-03 0.0016643643 0.0012331088
IMCI US Equity 0.0108213632 9.495010e-03 -0.0022557408 0.0118807838
IMGN US Equity 0.0099958223 6.878758e-03 0.0048617283 0.0036853610
INT US Equity 0.0053306595 4.347726e-03 0.0043885663 0.0041439608
KBAL US Equity 0.0037602449 3.883851e-03 0.0043986006 0.0030027846
LEE US Equity 0.0057682558 7.357618e-03 0.0071104602 0.0126491023
LRCX US Equity 0.0223900961 4.957803e-03 0.0034280775 0.0058691487
LXU US Equity 0.0049578031 4.599145e-02 0.0075609145 0.0055592515
MBI US Equity 0.0034280775 7.560914e-03 0.0217768424 0.0164308657
MERC US Equity 0.0058691487 5.559252e-03 0.0164308657 0.0941189691
MGIC US Equity 0.0083909643 4.029447e-03 0.0014226390 0.0042575314
MGM US Equity 0.0071024908 9.284510e-03 0.0063656208 0.0081961717
MNST US Equity 0.0036890567 7.590779e-04 0.0013724973 0.0032948177
MTW US Equity 0.0092650758 9.332266e-03 0.0069067170 0.0086124308
MTZ US Equity 0.0071382476 4.819696e-03 0.0057509781 0.0051202897
MUX US Equity 0.0044651768 1.738894e-04 0.0019872404 0.0046564493
NAVB US Equity 0.0099567170 5.101622e-03 -0.0026859454 0.0081481604
NC US Equity 0.0073546037 5.185203e-03 0.0084019828 0.0138128166
NIMU US Equity 0.0106382786 8.663257e-03 -0.0004340840 0.0089341627
NROM US Equity 0.0052942044 6.757883e-03 0.0045673971 0.0082437613
NTZ US Equity 0.0066346355 2.656899e-03 0.0037740832 0.0070782205
OFG US Equity 0.0052645585 6.292247e-03 0.0103908630 0.0027704260
OII US Equity 0.0072402375 7.168222e-03 0.0062254754 0.0085281942
OLP US Equity 0.0034077426 4.386425e-03 0.0061640998 0.0118074458
ORBT US Equity 0.0092310905 1.267487e-03 0.0005072871 0.0071194212
OSUR US Equity 0.0072191571 4.229956e-03 0.0035517055 0.0049555979
PARD US Equity 0.0186535320 3.478064e-03 0.0001945246 0.0040718050
PATK US Equity 0.0058962389 3.684074e-03 0.0053166329 0.0177993914
PDCE US Equity 0.0045056674 6.736441e-03 0.0054042435 0.0031555248
PLAB US Equity 0.0157210613 5.455730e-03 -0.0016726088 0.0019184493
PLXS US Equity 0.0128303773 5.102955e-03 0.0043814981 0.0050186829
QUMU US Equity 0.0071324241 2.795846e-03 0.0029108235 0.0048734149
RDN US Equity 0.0040632910 3.332872e-03 0.0129576820 0.0363888616
REGN US Equity 0.0081723735 9.193516e-03 -0.0030901403 0.0081830477
RELV US Equity 0.0022658479 -1.840853e-03 0.0004014555 0.0075208426
RGEN US Equity 0.0087296838 4.807640e-03 -0.0019206100 0.0024967203
RGS US Equity 0.0029196318 3.972015e-03 0.0040993228 0.0086261119
RIG US Equity 0.0089723073 7.315003e-03 0.0057180163 0.0069994540
RRC US Equity 0.0020303425 6.971120e-03 0.0061971964 0.0067564476
SCI US Equity 0.0088049751 4.956207e-03 0.0036457150 0.0060657044
SIF US Equity 0.0069273784 7.757719e-03 0.0032980411 0.0133325700
SKY US Equity 0.0049915843 8.767287e-03 0.0053298355 0.0031832384
SLGD US Equity 0.0045897136 2.398620e-03 0.0011386784 0.0010680276
SM US Equity 0.0079736876 1.276572e-02 0.0075018743 0.0134671798
SMG US Equity 0.0044774468 2.006317e-03 0.0054782602 0.0038542347
SODI US Equity 0.0015323921 3.253771e-03 -0.0024317779 0.0040132724
SSY US Equity 0.0039945049 7.052985e-03 0.0038260770 0.0026262242
STC US Equity 0.0027298931 4.433135e-05 0.0017969355 0.0022895767
STFC US Equity 0.0004869305 1.566204e-03 0.0020759937 0.0006650859
STRL US Equity 0.0011119938 3.585479e-03 0.0038317099 0.0045408788
SUP US Equity 0.0084907871 6.688329e-03 0.0072659001 0.0062356643
TGB US Equity 0.0115545763 1.579581e-02 0.0079203873 0.0120635289
THC US Equity 0.0037725332 5.800159e-03 0.0056467722 0.0075909075
THRM US Equity 0.0135764757 7.646040e-03 0.0014600639 0.0043562002
TISI US Equity 0.0015009039 1.184667e-02 0.0029898809 0.0094319140
TREC US Equity 0.0030413690 2.357078e-03 0.0021681723 0.0028027410
TRIB US Equity 0.0102969041 6.116086e-03 0.0027581854 0.0034754877
TTI US Equity 0.0099191332 6.920536e-03 0.0081633464 0.0099007671
USAK US Equity 0.0026153291 5.580646e-03 0.0058010305 0.0018771565
UTMD US Equity 0.0026277142 1.242015e-03 0.0008859684 0.0016155124
UUU US Equity 0.0084053592 6.553424e-03 0.0037244778 0.0072849963
VASO US Equity 0.0097288508 6.165648e-03 0.0078977945 0.0100132144
VGR US Equity 0.0037074122 1.081778e-03 0.0024685756 0.0046017656
VGZ US Equity -0.0033135125 4.561841e-03 0.0028526666 0.0042561833
VHI US Equity 0.0052272183 9.913932e-03 0.0042875653 0.0015530515
VSEC US Equity 0.0045911514 4.242338e-03 0.0043449295 0.0039728159
WDC US Equity 0.0130641861 3.581604e-03 0.0048578012 0.0056586387
WNC US Equity 0.0077333312 4.690059e-03 0.0125874585 0.0402816882
WTT US Equity 0.0101568286 6.356344e-03 0.0025250382 0.0082636540
ZIXI US Equity 0.0090232212 1.235244e-03 0.0003648591 0.0057870215
MGIC US Equity MGM US Equity MNST US Equity MTW US Equity
AIG US Equity 0.0021946740 0.0099226116 0.0025592517 7.803487e-03
ALKS US Equity 0.0049430220 -0.0020035746 0.0020836560 2.221511e-03
AMSC US Equity 0.0075828931 0.0112611366 0.0036215770 1.022462e-02
AMSWA US Equity 0.0100457517 0.0039170003 0.0036507420 5.131599e-03
ANDR US Equity 0.0059730197 -0.0008773487 0.0028852701 1.994294e-03
APA US Equity 0.0051187178 0.0120971099 0.0026131728 1.011143e-02
ARCB US Equity 0.0026605339 0.0078349461 0.0024518989 7.624837e-03
ASYS US Equity 0.0102773294 0.0079062084 0.0051073677 9.202651e-03
AXR US Equity 0.0026571692 0.0078271475 0.0017240713 6.691164e-03
AZZ US Equity 0.0045579465 0.0061200405 0.0020747965 7.331623e-03
BBBY US Equity 0.0029486370 0.0081524971 0.0012575924 5.523604e-03
BIIB US Equity 0.0044601593 0.0009077909 0.0010254546 2.331458e-03
BOOM US Equity 0.0042730292 0.0148707817 0.0064651570 1.139135e-02
BPT US Equity 0.0032750117 0.0008723343 -0.0008078976 2.536050e-03
BRN US Equity 0.0023790216 0.0040950532 0.0006025873 5.327445e-03
BXMT US Equity 0.0022791592 0.0134316005 0.0029098029 9.329986e-03
CCK US Equity 0.0055468846 0.0048732858 0.0024787161 6.110839e-03
CHCR US Equity 0.0083185726 0.0021734721 0.0045989427 5.679911e-03
CLDX US Equity 0.0105132308 0.0123541581 0.0043145279 1.139213e-02
CLH US Equity 0.0020510294 0.0037269899 -0.0003250131 3.011609e-03
CRK US Equity 0.0022137736 0.0066112867 0.0015952791 5.751118e-03
CVA US Equity 0.0040274360 0.0069439537 0.0055502385 7.740853e-03
CVM US Equity 0.0129303890 0.0098517882 0.0043601737 8.031939e-03
CVU US Equity 0.0093673298 0.0070300656 0.0053030634 5.901753e-03
DBD US Equity 0.0037060613 0.0090554686 0.0025640881 9.307066e-03
DDD US Equity 0.0079159140 0.0060881085 0.0024707102 7.767348e-03
DIN US Equity 0.0054020691 0.0242488849 0.0036485239 1.124477e-02
DIOD US Equity 0.0076491974 0.0093546412 0.0033566518 1.042429e-02
DXLG US Equity 0.0059650556 0.0239718014 0.0015373840 1.204716e-02
DXR US Equity 0.0007393629 -0.0016852962 0.0004718680 -1.354290e-03
EGY US Equity 0.0100393853 0.0075688579 0.0016101018 8.323149e-03
ENZ US Equity 0.0059014365 0.0054185750 0.0018940699 5.322291e-03
FBP US Equity 0.0008016795 0.0088071405 0.0023074317 6.665976e-03
FMCC US Equity 0.0029178911 0.0091375211 0.0033250205 1.232013e-02
FNMA US Equity 0.0030527345 0.0096802137 0.0027331917 1.227678e-02
FOSL US Equity 0.0054920109 0.0114444529 0.0017945618 9.197169e-03
GHM US Equity 0.0026771098 0.0084305365 0.0037971169 7.265932e-03
GIII US Equity 0.0058999943 0.0126440579 0.0028502410 9.622532e-03
GLT US Equity 0.0038426721 0.0095063516 0.0024386209 7.880422e-03
GLW US Equity 0.0053266335 0.0045115212 0.0021800271 5.985347e-03
GSS US Equity 0.0041715444 0.0026186218 0.0007610331 4.748075e-03
HOV US Equity 0.0071621081 0.0173842647 0.0028323612 1.169785e-02
IBAL US Equity -0.0021319618 0.0020386954 0.0010866910 4.231457e-05
IBCP US Equity 0.0012680440 0.0016133858 0.0010389962 4.435925e-03
ICUI US Equity 0.0004149581 0.0033653539 0.0024078509 1.998528e-03
IEC US Equity 0.0105912879 0.0093543834 0.0041927858 5.749179e-03
IHT US Equity 0.0034877364 0.0009842328 0.0007010037 3.034992e-03
IMCI US Equity -0.0073712338 0.0041305997 0.0065160248 5.291603e-03
IMGN US Equity 0.0070358999 0.0042690753 0.0035861045 5.568650e-03
INT US Equity 0.0033131714 0.0065327051 0.0043993940 7.406099e-03
KBAL US Equity 0.0038372245 0.0030813345 0.0011988585 5.805142e-03
LEE US Equity 0.0059766500 0.0138715015 0.0021505189 1.222111e-02
LRCX US Equity 0.0083909643 0.0071024908 0.0036890567 9.265076e-03
LXU US Equity 0.0040294473 0.0092845103 0.0007590779 9.332266e-03
MBI US Equity 0.0014226390 0.0063656208 0.0013724973 6.906717e-03
MERC US Equity 0.0042575314 0.0081961717 0.0032948177 8.612431e-03
MGIC US Equity 0.0327460046 0.0082337135 0.0034368133 6.215665e-03
MGM US Equity 0.0082337135 0.0465486866 0.0053822315 1.944112e-02
MNST US Equity 0.0034368133 0.0053822315 0.0219666193 4.106002e-03
MTW US Equity 0.0062156645 0.0194411153 0.0041060015 2.730347e-02
MTZ US Equity 0.0053131476 0.0075606463 0.0051512189 9.608706e-03
MUX US Equity 0.0024789099 0.0033861011 0.0038304881 8.320630e-03
NAVB US Equity 0.0042742661 0.0024334007 -0.0002549636 3.558580e-03
NC US Equity 0.0048992723 0.0098541157 0.0020529573 8.961275e-03
NIMU US Equity 0.0097168447 0.0022465302 0.0017363116 3.837279e-03
NROM US Equity 0.0050618697 0.0050025623 -0.0010977246 2.410208e-03
NTZ US Equity 0.0023968174 0.0118278411 0.0023869917 9.294392e-03
OFG US Equity 0.0025121053 0.0107266545 0.0017770467 5.808272e-03
OII US Equity 0.0063787570 0.0104602649 0.0047744696 1.179369e-02
OLP US Equity 0.0028257236 0.0062093559 0.0013717753 4.735659e-03
ORBT US Equity 0.0032155084 0.0064636546 0.0029604569 1.838343e-03
OSUR US Equity 0.0069970698 0.0074848735 0.0014418354 3.633691e-03
PARD US Equity 0.0132599389 0.0096560846 -0.0002176796 3.061644e-03
PATK US Equity 0.0033854551 0.0053921166 0.0009179735 6.859121e-03
PDCE US Equity 0.0055779387 0.0125263799 0.0007341337 1.187856e-02
PLAB US Equity 0.0057433508 0.0167362055 0.0078568573 1.374416e-02
PLXS US Equity 0.0060735162 0.0117960133 0.0035502350 9.301694e-03
QUMU US Equity 0.0022242227 0.0054726470 0.0043027488 4.358986e-03
RDN US Equity 0.0040358102 0.0084698569 0.0033889321 8.306060e-03
REGN US Equity 0.0020543991 0.0007726422 -0.0009742045 3.114422e-03
RELV US Equity 0.0034038916 -0.0004948308 0.0033744967 -9.433150e-04
RGEN US Equity 0.0077860323 -0.0012123434 -0.0003980927 3.817806e-04
RGS US Equity 0.0022051612 0.0095364700 0.0038575044 6.736976e-03
RIG US Equity 0.0073433933 0.0100436831 0.0034683130 1.437053e-02
RRC US Equity 0.0042461224 0.0070549223 0.0010539793 6.482891e-03
SCI US Equity 0.0034795402 0.0069040086 0.0032629071 7.130527e-03
SIF US Equity 0.0041928987 0.0109638627 0.0035403010 9.242395e-03
SKY US Equity 0.0033219673 0.0067547396 0.0014151065 7.480060e-03
SLGD US Equity 0.0011618206 0.0104592843 0.0022780174 3.570590e-03
SM US Equity 0.0062521267 0.0167239728 0.0024133062 1.543918e-02
SMG US Equity 0.0026021755 0.0031011179 0.0020197847 4.868733e-03
SODI US Equity 0.0026024066 0.0001306712 0.0061303670 -2.263575e-04
SSY US Equity 0.0051327406 0.0086072525 0.0019925078 2.767117e-03
STC US Equity -0.0003927943 0.0047659057 0.0022636667 3.609199e-03
STFC US Equity -0.0010502311 0.0003389212 0.0000981341 1.748896e-03
STRL US Equity 0.0054282787 0.0057186142 0.0023129684 5.121819e-03
SUP US Equity 0.0074935026 0.0129316617 0.0031723851 1.355384e-02
TGB US Equity 0.0074982110 0.0086071474 0.0031374534 1.494420e-02
THC US Equity 0.0017378191 0.0173338501 0.0014027456 1.095336e-02
THRM US Equity 0.0075994529 0.0117336651 0.0008245678 7.845416e-03
TISI US Equity 0.0012466138 0.0091326421 0.0042389897 6.950693e-03
TREC US Equity 0.0050470988 0.0045920176 0.0081609264 4.798147e-03
TRIB US Equity 0.0094926660 0.0096427643 0.0042421119 8.012461e-03
TTI US Equity 0.0056684558 0.0178937941 0.0041360959 1.464304e-02
USAK US Equity 0.0017270472 0.0053860721 0.0011536643 5.201198e-03
UTMD US Equity 0.0013997691 0.0007699499 0.0000918208 1.674176e-03
UUU US Equity 0.0047917870 0.0063369647 0.0021950828 4.630411e-03
VASO US Equity 0.0077122900 0.0289656205 0.0019046123 1.116348e-02
VGR US Equity 0.0008946444 0.0029970292 0.0001949439 2.655813e-03
VGZ US Equity 0.0013931239 0.0026649391 0.0030717873 4.246635e-03
VHI US Equity 0.0045085239 0.0068505424 0.0039998899 6.490397e-03
VSEC US Equity 0.0014185405 0.0063643829 0.0028031586 6.030770e-03
WDC US Equity 0.0071969326 0.0074886822 0.0053167854 8.248199e-03
WNC US Equity 0.0097274653 0.0105556034 0.0031875056 1.255215e-02
WTT US Equity 0.0080127875 0.0077904126 0.0028017068 6.887080e-03
ZIXI US Equity 0.0093531657 0.0086707904 0.0054164423 6.985685e-03
MTZ US Equity MUX US Equity NAVB US Equity NC US Equity
AIG US Equity 5.198487e-03 -0.0009602022 -0.0017581579 1.255461e-02
ALKS US Equity 9.236360e-03 0.0041617891 0.0196016247 1.560651e-03
AMSC US Equity 9.579369e-03 0.0060053299 0.0125609721 6.540138e-03
AMSWA US Equity 6.682295e-03 0.0029083923 0.0082130095 6.261587e-03
ANDR US Equity 2.790373e-03 0.0076545674 0.0133489111 5.403894e-03
APA US Equity 7.632474e-03 0.0096561371 0.0064863884 7.533551e-03
ARCB US Equity 5.974089e-03 0.0021966220 0.0028825221 5.939952e-03
ASYS US Equity 7.204368e-03 0.0016626401 0.0019300401 9.549471e-03
AXR US Equity 4.905883e-03 0.0034008279 0.0066717467 3.888794e-03
AZZ US Equity 6.783707e-03 0.0055938190 0.0011329939 6.316990e-03
BBBY US Equity 6.600424e-03 0.0009130606 0.0047553852 4.146959e-03
BIIB US Equity 1.154676e-03 -0.0019749620 0.0016799464 1.805716e-03
BOOM US Equity 1.124224e-02 0.0030152931 -0.0012267247 1.079733e-02
BPT US Equity 1.156362e-03 0.0046426755 0.0020753778 1.126030e-03
BRN US Equity 4.606318e-03 0.0003463127 0.0046836243 3.902559e-03
BXMT US Equity 4.168421e-03 0.0035796645 0.0029988669 6.899359e-03
CCK US Equity 6.547237e-03 0.0012770530 0.0016477741 2.849767e-03
CHCR US Equity 8.475520e-03 0.0017759778 0.0037888312 1.780809e-03
CLDX US Equity 1.188657e-02 0.0061358282 0.0282129886 1.443865e-03
CLH US Equity 3.204081e-03 -0.0006257675 0.0081075891 1.967636e-03
CRK US Equity 6.024362e-03 0.0066881328 0.0013810569 4.602625e-03
CVA US Equity 6.134096e-03 0.0009808658 0.0020097183 5.028731e-03
CVM US Equity 1.010613e-02 0.0056182153 0.0140066279 5.050989e-03
CVU US Equity 7.833648e-03 0.0038062804 0.0047237769 7.505344e-03
DBD US Equity 4.901266e-03 0.0008556383 0.0045982411 4.340987e-03
DDD US Equity 8.524403e-03 0.0052426128 0.0137564476 7.126060e-03
DIN US Equity 3.993766e-03 0.0012859778 0.0023218248 9.059145e-03
DIOD US Equity 8.585596e-03 0.0020147808 0.0048354622 7.048872e-03
DXLG US Equity 7.473398e-03 0.0051526718 0.0025209976 1.177237e-02
DXR US Equity 2.014673e-03 -0.0016440765 0.0056045470 3.936755e-04
EGY US Equity 2.922689e-03 0.0074032967 0.0043351217 6.006317e-03
ENZ US Equity 5.792384e-03 0.0017113297 0.0054131899 3.796734e-03
FBP US Equity 4.558219e-03 -0.0026631774 0.0012871628 6.524221e-03
FMCC US Equity 6.524770e-03 -0.0010130848 0.0016191988 1.206318e-02
FNMA US Equity 6.872299e-03 -0.0012828223 0.0026648711 1.101412e-02
FOSL US Equity 8.420348e-03 0.0047575262 0.0048780910 4.390089e-03
GHM US Equity 5.541503e-03 0.0008156204 0.0033619487 4.689391e-03
GIII US Equity 8.523983e-03 0.0027032820 0.0060080293 8.332923e-03
GLT US Equity 4.753778e-03 0.0052605373 0.0050206710 4.561683e-03
GLW US Equity 7.132164e-03 0.0022629142 0.0063723380 4.085626e-03
GSS US Equity 4.510101e-03 0.0199540274 0.0122587130 3.482896e-03
HOV US Equity 7.328151e-03 0.0027825542 0.0059505423 1.425209e-02
IBAL US Equity 9.516665e-05 0.0029023868 0.0021758635 1.555493e-03
IBCP US Equity 5.387579e-03 -0.0003992827 0.0033647945 6.253015e-03
ICUI US Equity 3.451569e-03 -0.0024698358 -0.0010727629 2.215145e-03
IEC US Equity 5.462935e-03 -0.0001451333 0.0115986061 6.363272e-03
IHT US Equity 2.785071e-03 0.0053535118 0.0048927561 3.779093e-04
IMCI US Equity 6.443723e-03 0.0017479671 0.0316500947 3.246777e-03
IMGN US Equity 1.050263e-02 -0.0052346702 0.0106004830 3.400602e-03
INT US Equity 5.289280e-03 0.0087599789 0.0040465994 3.483991e-03
KBAL US Equity 5.824633e-03 0.0004064608 0.0021242645 4.573268e-03
LEE US Equity 2.362345e-03 0.0037854930 0.0038198979 1.001139e-02
LRCX US Equity 7.138248e-03 0.0044651768 0.0099567170 7.354604e-03
LXU US Equity 4.819696e-03 0.0001738894 0.0051016215 5.185203e-03
MBI US Equity 5.750978e-03 0.0019872404 -0.0026859454 8.401983e-03
MERC US Equity 5.120290e-03 0.0046564493 0.0081481604 1.381282e-02
MGIC US Equity 5.313148e-03 0.0024789099 0.0042742661 4.899272e-03
MGM US Equity 7.560646e-03 0.0033861011 0.0024334007 9.854116e-03
MNST US Equity 5.151219e-03 0.0038304881 -0.0002549636 2.052957e-03
MTW US Equity 9.608706e-03 0.0083206303 0.0035585798 8.961275e-03
MTZ US Equity 2.981824e-02 0.0055382127 0.0022881085 5.489685e-03
MUX US Equity 5.538213e-03 0.0773601254 0.0061332700 1.543062e-03
NAVB US Equity 2.288108e-03 0.0061332700 0.0790712558 1.499606e-03
NC US Equity 5.489685e-03 0.0015430621 0.0014996063 2.478475e-02
NIMU US Equity 6.504756e-03 0.0414847774 0.0215401583 -8.727825e-04
NROM US Equity 1.609075e-03 0.0043301907 0.0010611196 1.021538e-03
NTZ US Equity 5.192401e-03 0.0052608289 0.0097666561 4.066022e-03
OFG US Equity 5.710774e-03 -0.0012566573 0.0017935572 9.953347e-03
OII US Equity 8.053391e-03 0.0087417080 0.0047288211 6.375034e-03
OLP US Equity 3.011299e-03 0.0015968862 0.0010581099 6.180741e-03
ORBT US Equity 5.307071e-03 0.0037627141 0.0081707754 4.151200e-03
OSUR US Equity 3.267881e-03 0.0023728566 0.0077326592 2.512544e-03
PARD US Equity 2.542279e-03 0.0057203429 0.0254646995 2.138553e-03
PATK US Equity 3.243350e-03 0.0076702623 0.0050986785 4.807315e-03
PDCE US Equity 9.407440e-03 0.0071093224 0.0049405285 7.974829e-03
PLAB US Equity 1.834189e-02 0.0002983748 0.0101839559 9.406236e-03
PLXS US Equity 7.832969e-03 0.0055257399 0.0052875902 7.209841e-03
QUMU US Equity 7.071433e-03 0.0020828872 0.0032893283 5.259053e-03
RDN US Equity 6.608512e-03 0.0011917378 -0.0007677136 1.086441e-02
REGN US Equity 4.129369e-03 0.0015565405 0.0243339549 8.719174e-06
RELV US Equity 1.439839e-03 0.0014110427 0.0089377616 -5.994809e-04
RGEN US Equity 3.126251e-03 0.0048295645 0.0133625202 9.177029e-04
RGS US Equity 6.823044e-03 0.0001887877 -0.0014544896 6.163774e-03
RIG US Equity 7.908425e-03 0.0077192395 0.0076716560 8.467224e-03
RRC US Equity 4.427437e-03 0.0078759584 -0.0002309744 4.757299e-03
SCI US Equity 3.669698e-03 0.0019735779 0.0036986808 5.610781e-03
SIF US Equity 8.101298e-03 0.0025204222 0.0093512181 6.826531e-03
SKY US Equity 4.574214e-03 0.0012026452 0.0021329497 6.406318e-03
SLGD US Equity 1.031119e-03 0.0013795361 0.0076416214 -8.951285e-04
SM US Equity 1.002940e-02 0.0093386019 0.0060542731 1.373180e-02
SMG US Equity 3.643988e-03 0.0021160713 0.0013101898 3.408353e-03
SODI US Equity -2.495532e-03 0.0033702970 0.0180019651 6.908332e-03
SSY US Equity 1.739889e-03 0.0003692412 0.0017307694 5.848487e-03
STC US Equity 7.232397e-03 0.0045237040 -0.0007412615 2.870988e-03
STFC US Equity 2.686394e-03 -0.0020429206 -0.0008898831 1.814950e-03
STRL US Equity 5.593405e-03 0.0068188184 -0.0016757492 1.213842e-03
SUP US Equity 8.305723e-03 0.0024810985 0.0055761368 1.025362e-02
TGB US Equity 8.391798e-03 0.0124103282 0.0070281607 8.351956e-03
THC US Equity 3.164784e-03 0.0038709342 0.0023016043 6.426280e-03
THRM US Equity 8.198836e-03 0.0047116209 0.0211016492 2.258974e-03
TISI US Equity 6.847366e-03 0.0011486143 0.0016684493 5.962846e-03
TREC US Equity 8.166066e-03 0.0178131262 0.0012239348 3.574551e-03
TRIB US Equity 6.867550e-03 0.0079969352 0.0160730866 4.139299e-03
TTI US Equity 1.014522e-02 0.0101843019 0.0099848640 1.044766e-02
USAK US Equity 1.608182e-03 -0.0028081368 0.0035166096 2.079034e-03
UTMD US Equity 2.470113e-03 -0.0007280513 0.0018775643 1.811352e-03
UUU US Equity 5.987806e-03 0.0019621379 0.0114177424 3.166944e-03
VASO US Equity 1.060969e-02 0.0072851443 0.0142553850 8.814675e-03
VGR US Equity 4.804317e-04 -0.0004140110 0.0006059880 2.697889e-03
VGZ US Equity -1.689466e-03 0.0243504496 0.0045124261 -1.026529e-04
VHI US Equity 3.968321e-03 -0.0013792602 0.0025288343 7.891108e-03
VSEC US Equity 4.997652e-03 -0.0019800223 0.0030809787 3.131163e-03
WDC US Equity 7.178839e-03 -0.0006243933 0.0077035571 5.644668e-03
WNC US Equity 6.429324e-03 0.0045187530 0.0013217887 1.293121e-02
WTT US Equity 8.305532e-03 0.0069932901 0.0105597905 4.852699e-03
ZIXI US Equity 5.374443e-03 -0.0028119200 0.0099012107 3.148902e-03
NIMU US Equity NROM US Equity NTZ US Equity OFG US Equity
AIG US Equity -1.411946e-03 0.0069954670 0.0031101690 1.384446e-02
ALKS US Equity 2.989552e-02 0.0065682629 0.0026071658 2.247745e-03
AMSC US Equity 2.234583e-02 0.0071522368 0.0069172888 7.901080e-03
AMSWA US Equity 9.859288e-03 -0.0001898055 0.0010205388 5.161349e-03
ANDR US Equity 3.746746e-03 0.0019048134 0.0032188220 4.641066e-03
APA US Equity 2.526191e-03 0.0044505469 0.0137766987 6.355349e-03
ARCB US Equity -5.826350e-04 0.0021694602 0.0048333111 5.826590e-03
ASYS US Equity 1.138985e-02 0.0058727695 0.0032797705 5.032315e-03
AXR US Equity -1.864373e-03 0.0011555926 0.0040338573 1.466947e-03
AZZ US Equity 4.390903e-03 0.0046211627 0.0041118985 6.122172e-03
BBBY US Equity 6.804465e-04 0.0041282977 0.0073160574 4.885280e-03
BIIB US Equity 6.887398e-03 0.0012526923 -0.0002304940 1.746960e-03
BOOM US Equity 5.106395e-03 0.0009878451 0.0060291781 6.328730e-03
BPT US Equity 3.675596e-03 0.0014243970 0.0013500364 1.507999e-03
BRN US Equity -7.581953e-04 0.0022802000 0.0056968768 4.186449e-03
BXMT US Equity 9.488253e-04 0.0065408700 0.0076801484 3.203458e-03
CCK US Equity 1.891850e-03 0.0028930679 0.0044688882 3.089653e-03
CHCR US Equity 1.370033e-02 -0.0014456723 0.0040444853 1.778545e-03
CLDX US Equity 2.737312e-02 0.0074676553 0.0171091303 5.018258e-03
CLH US Equity 1.446639e-02 0.0017845261 0.0029883481 1.621004e-03
CRK US Equity 2.881691e-03 0.0050172757 0.0067909189 3.575295e-03
CVA US Equity 1.794245e-03 0.0064067338 0.0045358807 2.135901e-03
CVM US Equity 1.889756e-02 0.0073924286 0.0049398476 6.487377e-03
CVU US Equity 5.829167e-03 0.0026493444 0.0029001602 6.031721e-03
DBD US Equity -2.437336e-03 0.0035379716 0.0087169690 4.576334e-03
DDD US Equity 4.422673e-03 0.0066432117 0.0082433790 6.064868e-03
DIN US Equity 1.812954e-03 0.0058064200 0.0081516110 1.375683e-02
DIOD US Equity 5.677521e-03 0.0031897917 0.0051271922 7.151064e-03
DXLG US Equity 4.410477e-03 0.0077050611 0.0091866236 1.524335e-02
DXR US Equity -1.371832e-04 -0.0025523381 0.0007027453 -1.142075e-03
EGY US Equity 2.883788e-02 0.0051645259 0.0078402864 3.126524e-03
ENZ US Equity 1.039648e-02 0.0040374141 0.0035258440 3.559645e-03
FBP US Equity 9.363197e-04 0.0006181214 0.0047368480 8.235876e-03
FMCC US Equity 3.312822e-03 0.0082668384 0.0090767252 1.158165e-02
FNMA US Equity 1.186964e-03 0.0080941506 0.0092266852 1.096458e-02
FOSL US Equity 4.061174e-03 0.0069736659 0.0069336130 6.931210e-03
GHM US Equity 6.664573e-03 0.0024654556 0.0036400217 4.529092e-03
GIII US Equity -9.061942e-05 0.0027238335 0.0074324033 1.136356e-02
GLT US Equity 2.414934e-03 0.0015098045 0.0052051963 4.794055e-03
GLW US Equity 1.091333e-02 0.0012318523 0.0037726731 5.054107e-03
GSS US Equity 1.815396e-02 0.0033058019 0.0030279381 3.523369e-03
HOV US Equity -4.862724e-03 0.0022536564 0.0108750564 1.730623e-02
IBAL US Equity 1.066089e-02 0.0033291064 0.0008096247 -1.593843e-04
IBCP US Equity 5.337189e-04 0.0014586791 0.0040907585 1.026883e-02
ICUI US Equity -2.952815e-03 0.0009442115 0.0019262291 2.300637e-03
IEC US Equity 9.798532e-03 0.0009292440 0.0052424918 5.356086e-03
IHT US Equity 2.868510e-03 0.0006878778 0.0034438895 3.209488e-03
IMCI US Equity 3.083301e-02 -0.0025254164 0.0116146647 -9.771907e-04
IMGN US Equity 1.188833e-02 0.0048943209 0.0034333228 7.127063e-03
INT US Equity 5.955851e-03 0.0022920438 0.0037642953 4.050329e-03
KBAL US Equity 1.997642e-03 0.0013871203 0.0029460886 3.315115e-03
LEE US Equity -1.101348e-04 0.0005611842 0.0077483633 4.552974e-03
LRCX US Equity 1.063828e-02 0.0052942044 0.0066346355 5.264558e-03
LXU US Equity 8.663257e-03 0.0067578828 0.0026568989 6.292247e-03
MBI US Equity -4.340840e-04 0.0045673971 0.0037740832 1.039086e-02
MERC US Equity 8.934163e-03 0.0082437613 0.0070782205 2.770426e-03
MGIC US Equity 9.716845e-03 0.0050618697 0.0023968174 2.512105e-03
MGM US Equity 2.246530e-03 0.0050025623 0.0118278411 1.072665e-02
MNST US Equity 1.736312e-03 -0.0010977246 0.0023869917 1.777047e-03
MTW US Equity 3.837279e-03 0.0024102077 0.0092943923 5.808272e-03
MTZ US Equity 6.504756e-03 0.0016090747 0.0051924010 5.710774e-03
MUX US Equity 4.148478e-02 0.0043301907 0.0052608289 -1.256657e-03
NAVB US Equity 2.154016e-02 0.0010611196 0.0097666561 1.793557e-03
NC US Equity -8.727825e-04 0.0010215382 0.0040660217 9.953347e-03
NIMU US Equity 1.803430e-01 0.0086528636 0.0007016519 1.378137e-04
NROM US Equity 8.652864e-03 0.0388623306 0.0055593775 2.331804e-03
NTZ US Equity 7.016519e-04 0.0055593775 0.0211671632 2.722711e-03
OFG US Equity 1.378137e-04 0.0023318043 0.0027227114 2.746362e-02
OII US Equity 1.048829e-02 0.0060361307 0.0085115541 7.302402e-03
OLP US Equity 1.159036e-03 0.0036188684 0.0035859615 6.037451e-03
ORBT US Equity 1.809278e-02 0.0021924407 0.0042821542 6.225878e-03
OSUR US Equity 1.258032e-02 0.0028929097 0.0039344599 2.722281e-03
PARD US Equity 2.905437e-02 0.0096339987 0.0033800421 2.005969e-03
PATK US Equity 2.196591e-03 0.0034020227 0.0066782817 3.922388e-03
PDCE US Equity 7.632450e-03 0.0048353487 0.0091559285 7.349194e-03
PLAB US Equity 4.171209e-03 -0.0006463570 0.0084370336 5.965506e-03
PLXS US Equity 9.221783e-03 0.0023805754 0.0048034460 6.642617e-03
QUMU US Equity 2.167660e-03 0.0020380733 0.0059191970 3.401873e-03
RDN US Equity -2.876565e-03 0.0052719230 0.0050596391 3.715187e-03
REGN US Equity 3.376644e-02 0.0048072138 0.0006212675 -4.856814e-05
RELV US Equity 1.704651e-02 -0.0007897891 -0.0009131027 -3.245739e-03
RGEN US Equity 2.843557e-02 0.0055021103 0.0013080087 1.734964e-03
RGS US Equity 1.834691e-03 0.0061033215 0.0075135662 4.839909e-03
RIG US Equity 9.731855e-03 0.0028115004 0.0120517240 6.139732e-03
RRC US Equity -1.289946e-03 0.0042331373 0.0090727728 3.708987e-03
SCI US Equity -7.248565e-04 0.0036041717 0.0049561624 3.986719e-03
SIF US Equity 2.968264e-04 0.0068494026 0.0079683746 5.045396e-03
SKY US Equity -4.310073e-03 0.0016129339 0.0060693245 6.073129e-03
SLGD US Equity 5.860131e-03 0.0042125336 0.0038699567 -4.923337e-04
SM US Equity 9.300735e-03 0.0059262541 0.0175007975 9.046258e-03
SMG US Equity -2.171684e-03 0.0016982602 0.0036412767 4.016709e-03
SODI US Equity 3.793189e-03 -0.0034416785 -0.0002844719 2.269216e-03
SSY US Equity 9.030273e-03 0.0055173837 0.0026879999 8.106274e-03
STC US Equity 1.189151e-03 0.0014980890 0.0044559727 4.966349e-03
STFC US Equity -4.306506e-03 -0.0010413777 -0.0001862651 1.763703e-03
STRL US Equity 7.918984e-03 0.0012478617 0.0044173494 1.105438e-03
SUP US Equity 3.216738e-03 0.0014933339 0.0122172749 8.360027e-03
TGB US Equity 3.465844e-03 0.0097029580 0.0096980338 8.888607e-03
THC US Equity -4.291141e-03 0.0021185682 0.0089320939 7.440175e-03
THRM US Equity 3.114270e-02 0.0071174097 0.0046951224 6.851686e-03
TISI US Equity 4.237355e-03 0.0037927852 0.0045259718 2.862793e-03
TREC US Equity 3.394071e-02 0.0006412083 0.0006921255 4.537424e-03
TRIB US Equity 2.214172e-02 0.0052622430 0.0062141502 7.311685e-03
TTI US Equity 3.843073e-03 0.0064579370 0.0121580821 9.256359e-03
USAK US Equity -2.518084e-03 0.0027276243 0.0048067701 2.883866e-03
UTMD US Equity 2.162304e-03 0.0006557462 0.0004427566 5.305145e-04
UUU US Equity 6.179231e-03 0.0075220370 0.0119598926 2.551987e-03
VASO US Equity 1.786064e-02 0.0071843802 0.0097876192 1.007506e-02
VGR US Equity -1.781198e-03 0.0042808010 0.0032347854 1.650355e-03
VGZ US Equity 9.521139e-03 0.0066629220 0.0066595989 1.998233e-03
VHI US Equity 6.422337e-04 0.0030501097 0.0034825551 5.584519e-03
VSEC US Equity 3.851671e-03 0.0033017560 0.0067268599 4.287641e-03
WDC US Equity 4.067310e-03 0.0018034668 0.0055729371 7.497367e-03
WNC US Equity 1.700035e-03 0.0047513632 0.0060684132 3.004051e-03
WTT US Equity 1.983307e-02 0.0080739496 0.0024777079 3.469665e-03
ZIXI US Equity 5.239015e-03 0.0107520650 0.0066101426 4.001878e-03
OII US Equity OLP US Equity ORBT US Equity OSUR US Equity
AIG US Equity 0.0077164687 0.0101450178 0.0064732568 4.373329e-04
ALKS US Equity 0.0088045365 0.0025148618 0.0121530284 6.877313e-03
AMSC US Equity 0.0060096216 0.0039972409 0.0154809362 1.226664e-02
AMSWA US Equity 0.0052511081 0.0020724882 0.0137609644 5.569068e-03
ANDR US Equity 0.0029507720 0.0030548523 0.0041110710 7.949758e-03
APA US Equity 0.0208954352 0.0049495343 0.0046679064 4.984857e-03
ARCB US Equity 0.0053799930 0.0038089945 0.0016244063 2.071769e-03
ASYS US Equity 0.0104819694 0.0030026174 0.0075984932 1.224176e-02
AXR US Equity 0.0043842064 0.0019630382 0.0036134380 3.655451e-03
AZZ US Equity 0.0080013586 0.0030261326 0.0031891862 3.643229e-03
BBBY US Equity 0.0056907886 0.0032795661 0.0034667982 3.043865e-03
BIIB US Equity 0.0042035285 0.0010434239 0.0111757316 5.962768e-03
BOOM US Equity 0.0097861689 0.0033040555 0.0093067128 8.911009e-03
BPT US Equity 0.0104760358 0.0011166639 0.0023716807 -1.393975e-03
BRN US Equity 0.0071006655 0.0023872675 0.0033518898 3.763042e-03
BXMT US Equity 0.0073554734 0.0046796496 0.0034181225 2.181733e-03
CCK US Equity 0.0028613062 0.0022412533 0.0059983066 2.121684e-03
CHCR US Equity 0.0041588061 0.0008914028 0.0035502611 6.689312e-03
CLDX US Equity 0.0108854819 0.0053025290 0.0174406818 7.659665e-03
CLH US Equity 0.0052353336 0.0009704080 0.0055816295 -6.363792e-06
CRK US Equity 0.0116490994 0.0005908133 0.0033783373 5.497146e-03
CVA US Equity 0.0064051079 0.0020692625 0.0018261880 1.275149e-03
CVM US Equity 0.0062361141 0.0031309508 0.0118943312 6.469814e-03
CVU US Equity 0.0093009024 0.0032225520 0.0053383533 7.075322e-03
DBD US Equity 0.0069526744 0.0036232024 0.0023817992 1.117467e-03
DDD US Equity 0.0097558408 0.0032777550 0.0097329965 8.031586e-03
DIN US Equity 0.0085302636 0.0051426364 0.0045041698 3.229886e-03
DIOD US Equity 0.0067002049 0.0036731234 0.0110375792 6.599018e-03
DXLG US Equity 0.0096490248 0.0072170968 0.0037883810 3.403442e-03
DXR US Equity -0.0014386755 -0.0008687618 0.0012759450 3.948802e-03
EGY US Equity 0.0122754274 0.0034415079 0.0050951095 -1.697484e-04
ENZ US Equity 0.0055705413 0.0020119116 0.0154880116 1.163278e-02
FBP US Equity 0.0059349423 0.0038996677 0.0029774498 3.079800e-03
FMCC US Equity 0.0099444096 0.0110108367 0.0037271407 -4.247177e-04
FNMA US Equity 0.0093811569 0.0103592986 0.0024613040 -2.547824e-04
FOSL US Equity 0.0089468546 0.0045702063 0.0056559307 -4.219937e-04
GHM US Equity 0.0058526957 0.0031661055 0.0031730612 5.517130e-03
GIII US Equity 0.0108726636 0.0065862900 0.0047887002 -1.241982e-04
GLT US Equity 0.0062836276 0.0034273647 0.0016085759 5.138149e-03
GLW US Equity 0.0060150217 0.0025246410 0.0074128779 6.107765e-03
GSS US Equity 0.0065664971 0.0026263811 0.0041402001 4.669531e-03
HOV US Equity 0.0105613499 0.0082306521 0.0056247166 2.642751e-03
IBAL US Equity 0.0030361949 0.0027923516 0.0194572107 4.492851e-03
IBCP US Equity 0.0038119000 0.0034071077 0.0041950781 8.692074e-04
ICUI US Equity 0.0016381887 0.0006587643 0.0051986036 3.235284e-03
IEC US Equity 0.0037978312 0.0037926032 0.0115615154 4.881861e-03
IHT US Equity 0.0058455229 0.0009499916 0.0013214820 -3.899614e-05
IMCI US Equity 0.0041693291 -0.0017483490 0.0226320053 1.261118e-02
IMGN US Equity 0.0050279373 0.0032944118 0.0137144572 1.053029e-02
INT US Equity 0.0072516070 0.0024874060 0.0085534730 3.704732e-03
KBAL US Equity 0.0054120255 0.0028118482 0.0003422680 3.248173e-03
LEE US Equity 0.0057858890 0.0043329352 0.0028382493 4.629664e-03
LRCX US Equity 0.0072402375 0.0034077426 0.0092310905 7.219157e-03
LXU US Equity 0.0071682223 0.0043864254 0.0012674867 4.229956e-03
MBI US Equity 0.0062254754 0.0061640998 0.0005072871 3.551706e-03
MERC US Equity 0.0085281942 0.0118074458 0.0071194212 4.955598e-03
MGIC US Equity 0.0063787570 0.0028257236 0.0032155084 6.997070e-03
MGM US Equity 0.0104602649 0.0062093559 0.0064636546 7.484873e-03
MNST US Equity 0.0047744696 0.0013717753 0.0029604569 1.441835e-03
MTW US Equity 0.0117936925 0.0047356592 0.0018383429 3.633691e-03
MTZ US Equity 0.0080533911 0.0030112991 0.0053070711 3.267881e-03
MUX US Equity 0.0087417080 0.0015968862 0.0037627141 2.372857e-03
NAVB US Equity 0.0047288211 0.0010581099 0.0081707754 7.732659e-03
NC US Equity 0.0063750336 0.0061807406 0.0041512000 2.512544e-03
NIMU US Equity 0.0104882936 0.0011590361 0.0180927850 1.258032e-02
NROM US Equity 0.0060361307 0.0036188684 0.0021924407 2.892910e-03
NTZ US Equity 0.0085115541 0.0035859615 0.0042821542 3.934460e-03
OFG US Equity 0.0073024022 0.0060374512 0.0062258781 2.722281e-03
OII US Equity 0.0260430102 0.0050564923 0.0048683287 2.889215e-03
OLP US Equity 0.0050564923 0.0078441042 0.0028609544 -1.408941e-04
ORBT US Equity 0.0048683287 0.0028609544 0.0400264712 9.684095e-03
OSUR US Equity 0.0028892149 -0.0001408941 0.0096840948 3.289176e-02
PARD US Equity 0.0026086865 0.0033095743 0.0162835886 9.997365e-03
PATK US Equity 0.0061955118 0.0054425206 0.0038743727 3.205070e-04
PDCE US Equity 0.0183828381 0.0045062177 0.0078579318 5.356624e-03
PLAB US Equity 0.0113244013 0.0022244445 0.0123672950 5.348824e-03
PLXS US Equity 0.0062872837 0.0031821525 0.0096262196 8.609115e-03
QUMU US Equity 0.0064353115 0.0016088618 0.0034968023 4.492921e-03
RDN US Equity 0.0052995456 0.0078199786 0.0020777494 1.843701e-03
REGN US Equity 0.0044708559 0.0019129665 0.0104596413 1.249498e-02
RELV US Equity 0.0019207981 -0.0007495520 0.0032619395 5.164462e-03
RGEN US Equity 0.0028773184 0.0021477552 0.0139586077 3.551715e-03
RGS US Equity 0.0098305019 0.0042217973 0.0039780285 2.433698e-03
RIG US Equity 0.0198390010 0.0049709760 0.0056723318 8.732960e-04
RRC US Equity 0.0160970172 0.0027970919 0.0025161473 5.901471e-03
SCI US Equity 0.0032433993 0.0036200596 0.0072062107 2.883106e-03
SIF US Equity 0.0071617622 0.0048153234 0.0050701746 1.880174e-03
SKY US Equity 0.0058875584 0.0033739158 0.0035051774 3.371156e-03
SLGD US Equity 0.0004925054 0.0014819192 0.0039496597 -1.912165e-04
SM US Equity 0.0267047545 0.0063929546 0.0085513524 5.427148e-03
SMG US Equity 0.0037525677 0.0028511839 0.0019138011 1.793785e-03
SODI US Equity 0.0030499622 0.0016125336 0.0046624765 6.130131e-03
SSY US Equity 0.0049466781 0.0070939420 0.0078319731 4.613217e-03
STC US Equity 0.0039538575 0.0022347212 0.0039049635 2.692535e-03
STFC US Equity 0.0016818549 0.0003972722 0.0006315810 1.662208e-03
STRL US Equity 0.0083299135 0.0015921464 -0.0015279180 1.606573e-03
SUP US Equity 0.0166548160 0.0059833649 0.0017108701 -8.817693e-04
TGB US Equity 0.0113853911 0.0058677951 0.0088613336 6.123984e-03
THC US Equity 0.0065222746 0.0051080509 0.0030366447 2.650956e-03
THRM US Equity 0.0070927492 0.0030235298 0.0076296058 6.371076e-03
TISI US Equity 0.0051118357 0.0035273719 0.0002003505 7.154527e-04
TREC US Equity 0.0054497136 0.0018981415 0.0051003590 2.163225e-03
TRIB US Equity 0.0094826362 0.0035011323 0.0084372620 5.615832e-03
TTI US Equity 0.0173744078 0.0063815810 0.0066961645 2.499859e-03
USAK US Equity 0.0044020163 0.0028789641 0.0037887271 3.170897e-03
UTMD US Equity 0.0013523754 0.0007165504 0.0022819632 3.052533e-03
UUU US Equity 0.0060006392 0.0041516578 0.0089073646 8.642122e-03
VASO US Equity 0.0131856868 0.0037131062 0.0109182089 8.246761e-03
VGR US Equity 0.0026390030 0.0022291970 0.0029852950 1.499678e-03
VGZ US Equity 0.0063047337 0.0018819330 0.0034736582 -7.200319e-05
VHI US Equity 0.0060724251 0.0031337568 0.0012356909 -9.206155e-04
VSEC US Equity 0.0057529034 0.0033235344 0.0012441771 2.855518e-03
WDC US Equity 0.0079395317 0.0037873326 0.0096856342 3.821796e-03
WNC US Equity 0.0082801092 0.0105664353 0.0056587087 4.528421e-03
WTT US Equity 0.0061936235 0.0049810123 0.0120422227 4.429071e-03
ZIXI US Equity 0.0075553007 0.0037081368 0.0141577456 3.132212e-03
PARD US Equity PATK US Equity PDCE US Equity PLAB US Equity
AIG US Equity 6.713864e-03 1.175930e-02 0.0048537005 1.782075e-03
ALKS US Equity 2.553034e-02 3.908412e-03 0.0042290803 1.514838e-02
AMSC US Equity 2.299414e-02 2.556931e-03 0.0061111466 1.620305e-02
AMSWA US Equity 2.136464e-02 5.925800e-03 0.0031959820 1.327503e-02
ANDR US Equity 2.029619e-02 4.276772e-03 0.0026151058 -1.185909e-03
APA US Equity 7.540493e-03 7.459661e-03 0.0233756827 6.350123e-03
ARCB US Equity -1.649567e-03 4.654973e-03 0.0057323295 7.881749e-03
ASYS US Equity 1.174478e-02 6.332044e-03 0.0085297952 1.595817e-02
AXR US Equity 6.710167e-03 6.365135e-05 0.0057406668 5.952495e-03
AZZ US Equity 2.730945e-03 3.692825e-03 0.0066868216 5.970817e-03
BBBY US Equity 9.957994e-03 4.995002e-03 0.0078589473 7.755174e-03
BIIB US Equity 5.766355e-03 6.986010e-04 0.0002029017 5.100217e-03
BOOM US Equity 5.118718e-03 6.733110e-03 0.0135177913 1.289294e-02
BPT US Equity -5.597190e-03 9.338113e-05 0.0080143674 2.770921e-03
BRN US Equity 8.557799e-05 2.863052e-03 0.0071987699 8.865219e-03
BXMT US Equity 7.503350e-03 7.162593e-03 0.0071103820 4.407634e-03
CCK US Equity 9.993320e-05 5.494920e-03 0.0049753090 8.624818e-03
CHCR US Equity 6.360786e-03 8.759937e-03 0.0037652343 1.061294e-02
CLDX US Equity 3.474488e-02 1.100412e-02 0.0062076315 1.705215e-02
CLH US Equity 7.527159e-04 5.138878e-03 0.0057287576 2.259664e-03
CRK US Equity -1.140086e-02 4.532471e-04 0.0148994179 8.400098e-03
CVA US Equity 5.825325e-03 2.970635e-03 0.0083868300 1.067684e-02
CVM US Equity 4.574877e-02 1.397823e-02 0.0089469715 1.138030e-02
CVU US Equity 1.053370e-02 5.280549e-03 0.0059908588 3.810599e-03
DBD US Equity 7.317578e-03 5.915672e-03 0.0084831253 4.348821e-03
DDD US Equity 1.091809e-02 7.130405e-03 0.0056551640 9.122413e-03
DIN US Equity 8.725997e-03 6.002978e-03 0.0096214855 9.156782e-03
DIOD US Equity 1.520810e-02 6.129305e-03 0.0068695247 1.696861e-02
DXLG US Equity 6.189167e-03 9.740176e-03 0.0073990436 6.880674e-03
DXR US Equity -1.188471e-03 9.481906e-04 -0.0010541789 1.344266e-03
EGY US Equity -6.206180e-03 3.044513e-03 0.0159105341 1.140201e-02
ENZ US Equity 1.346431e-02 4.912051e-03 0.0060528032 5.209408e-03
FBP US Equity 4.663382e-03 2.310786e-03 0.0070272916 4.293349e-03
FMCC US Equity 4.235007e-03 1.883814e-02 0.0075320493 -6.952564e-05
FNMA US Equity 6.312007e-03 1.722615e-02 0.0073412223 6.491040e-04
FOSL US Equity 4.354185e-03 6.775026e-03 0.0104314816 7.289373e-03
GHM US Equity -1.981500e-03 4.450798e-03 0.0075612081 7.795381e-03
GIII US Equity 1.207215e-02 1.260963e-02 0.0070341091 6.167594e-03
GLT US Equity 6.094842e-03 3.837496e-03 0.0059937017 4.624197e-03
GLW US Equity 1.155741e-02 4.071455e-03 0.0056106473 1.055902e-02
GSS US Equity 1.789756e-03 5.043900e-03 0.0054695091 8.552090e-03
HOV US Equity 1.719182e-02 1.214638e-02 0.0064203001 6.792000e-03
IBAL US Equity 6.319963e-03 2.323077e-03 0.0025523879 5.541245e-04
IBCP US Equity 2.412078e-03 5.811211e-03 0.0036869650 1.403924e-03
ICUI US Equity -1.431570e-03 2.475186e-03 0.0012632708 2.713471e-03
IEC US Equity 2.206014e-02 9.694857e-03 0.0074313831 9.713540e-03
IHT US Equity -3.240996e-03 -4.093726e-05 0.0027114074 -1.295317e-03
IMCI US Equity 2.109570e-02 2.366823e-03 -0.0012388859 2.610461e-02
IMGN US Equity 2.516515e-02 1.954491e-03 0.0010211988 1.158419e-02
INT US Equity 1.102694e-03 3.949854e-03 0.0064396794 5.802719e-03
KBAL US Equity 2.557545e-03 4.441919e-03 0.0050227423 7.519432e-03
LEE US Equity 7.659164e-03 3.945292e-03 0.0060560599 -2.736971e-03
LRCX US Equity 1.865353e-02 5.896239e-03 0.0045056674 1.572106e-02
LXU US Equity 3.478064e-03 3.684074e-03 0.0067364408 5.455730e-03
MBI US Equity 1.945246e-04 5.316633e-03 0.0054042435 -1.672609e-03
MERC US Equity 4.071805e-03 1.779939e-02 0.0031555248 1.918449e-03
MGIC US Equity 1.325994e-02 3.385455e-03 0.0055779387 5.743351e-03
MGM US Equity 9.656085e-03 5.392117e-03 0.0125263799 1.673621e-02
MNST US Equity -2.176796e-04 9.179735e-04 0.0007341337 7.856857e-03
MTW US Equity 3.061644e-03 6.859121e-03 0.0118785578 1.374416e-02
MTZ US Equity 2.542279e-03 3.243350e-03 0.0094074400 1.834189e-02
MUX US Equity 5.720343e-03 7.670262e-03 0.0071093224 2.983748e-04
NAVB US Equity 2.546470e-02 5.098678e-03 0.0049405285 1.018396e-02
NC US Equity 2.138553e-03 4.807315e-03 0.0079748294 9.406236e-03
NIMU US Equity 2.905437e-02 2.196591e-03 0.0076324498 4.171209e-03
NROM US Equity 9.633999e-03 3.402023e-03 0.0048353487 -6.463570e-04
NTZ US Equity 3.380042e-03 6.678282e-03 0.0091559285 8.437034e-03
OFG US Equity 2.005969e-03 3.922388e-03 0.0073491942 5.965506e-03
OII US Equity 2.608687e-03 6.195512e-03 0.0183828381 1.132440e-02
OLP US Equity 3.309574e-03 5.442521e-03 0.0045062177 2.224445e-03
ORBT US Equity 1.628359e-02 3.874373e-03 0.0078579318 1.236729e-02
OSUR US Equity 9.997365e-03 3.205070e-04 0.0053566242 5.348824e-03
PARD US Equity 2.172635e-01 4.792324e-03 -0.0005539810 4.102239e-03
PATK US Equity 4.792324e-03 3.227594e-02 0.0065642578 6.337830e-03
PDCE US Equity -5.539810e-04 6.564258e-03 0.0337743239 1.191063e-02
PLAB US Equity 4.102239e-03 6.337830e-03 0.0119106256 7.595713e-02
PLXS US Equity 1.538233e-02 6.352804e-03 0.0064509406 1.336605e-02
QUMU US Equity 5.413527e-03 5.653804e-03 0.0068469899 3.687430e-03
RDN US Equity 3.094303e-03 1.089303e-02 0.0039802722 9.027995e-03
REGN US Equity 3.751379e-02 -5.404671e-05 -0.0018826384 1.349322e-02
RELV US Equity -4.003430e-03 4.147121e-03 0.0011363461 -2.248916e-03
RGEN US Equity 3.014201e-02 4.049575e-03 0.0018651088 7.921949e-03
RGS US Equity 1.719230e-03 6.976277e-03 0.0105632667 8.790685e-03
RIG US Equity 1.325936e-03 5.237271e-03 0.0152701655 6.391429e-03
RRC US Equity -4.638474e-03 2.845861e-03 0.0186534533 2.162530e-03
SCI US Equity 6.577338e-03 5.245401e-03 0.0029111004 6.591582e-03
SIF US Equity 5.196380e-03 8.587420e-03 0.0069789076 1.111643e-02
SKY US Equity 6.529175e-03 4.199322e-03 0.0050729895 9.632916e-04
SLGD US Equity 4.670963e-04 4.540495e-03 0.0033216936 5.977250e-03
SM US Equity 6.681912e-03 9.811430e-03 0.0294397217 1.226246e-02
SMG US Equity 4.823731e-03 2.730029e-03 0.0026152093 2.647598e-03
SODI US Equity 1.937990e-02 2.618016e-03 0.0091099472 4.765965e-03
SSY US Equity 1.147016e-02 2.205638e-03 0.0036511356 -9.051871e-04
STC US Equity 1.160975e-03 3.586311e-03 0.0045361913 1.790190e-02
STFC US Equity -1.054985e-03 3.963733e-04 0.0006277530 5.564201e-03
STRL US Equity 4.972146e-03 3.804168e-03 0.0023305136 4.468189e-03
SUP US Equity 9.307334e-05 7.045316e-03 0.0131131433 6.815176e-03
TGB US Equity 7.912670e-03 1.009625e-02 0.0133546076 3.697916e-03
THC US Equity -2.983943e-03 4.391071e-03 0.0096814714 6.305446e-03
THRM US Equity 3.657669e-02 6.760374e-03 0.0045950220 1.063016e-02
TISI US Equity 1.116696e-03 5.262756e-03 0.0069073517 1.948253e-03
TREC US Equity 1.998855e-03 5.426541e-03 0.0057903432 1.245877e-02
TRIB US Equity 2.768537e-02 8.332093e-03 0.0103105325 9.416451e-03
TTI US Equity 4.110670e-03 7.554382e-03 0.0180401588 1.437484e-02
USAK US Equity -1.461765e-03 4.559673e-03 0.0058576872 2.923980e-03
UTMD US Equity 1.417399e-03 1.856005e-03 0.0010130284 5.225579e-04
UUU US Equity 2.410313e-02 3.819165e-03 0.0089481651 1.227774e-02
VASO US Equity 1.827515e-02 8.176819e-03 0.0154647513 1.275714e-02
VGR US Equity 3.390192e-03 2.537421e-03 0.0019827751 7.458558e-04
VGZ US Equity -8.979515e-03 4.767314e-03 0.0052512543 -5.208471e-03
VHI US Equity -2.208314e-04 1.185618e-03 0.0055472924 1.494317e-03
VSEC US Equity -2.629302e-03 5.608528e-03 0.0045570547 5.286107e-03
WDC US Equity 1.417931e-02 6.752903e-03 0.0076863415 1.177155e-02
WNC US Equity 5.747863e-03 8.540239e-03 0.0059852332 4.607895e-03
WTT US Equity 2.116902e-02 7.532921e-03 0.0037593077 9.371320e-03
ZIXI US Equity 2.117119e-02 2.373984e-03 0.0078977340 6.520596e-03
PLXS US Equity QUMU US Equity RDN US Equity REGN US Equity
AIG US Equity 0.0052355000 0.0030216052 0.0245857749 -1.192431e-03
ALKS US Equity 0.0066517607 0.0035347485 0.0017737686 3.682370e-02
AMSC US Equity 0.0120069588 0.0072596486 0.0041524961 3.448137e-02
AMSWA US Equity 0.0089000602 0.0052761179 0.0027411406 9.416948e-03
ANDR US Equity 0.0071735780 0.0105817177 0.0059502519 1.684668e-02
APA US Equity 0.0052070736 0.0077822632 0.0053845552 -1.980460e-04
ARCB US Equity 0.0060403011 0.0028445781 0.0071005504 -3.595837e-03
ASYS US Equity 0.0167046906 0.0115796426 0.0039424540 1.871264e-02
AXR US Equity 0.0051054665 0.0027084799 0.0037716420 2.163720e-03
AZZ US Equity 0.0073652659 0.0036036373 0.0025245012 4.786508e-04
BBBY US Equity 0.0057470956 0.0040577035 0.0059026600 2.363510e-03
BIIB US Equity 0.0041470775 -0.0001208328 0.0017748130 1.074366e-02
BOOM US Equity 0.0105781533 0.0050420639 0.0053487384 -5.860097e-04
BPT US Equity 0.0002308628 -0.0009145594 0.0007424782 5.542354e-04
BRN US Equity 0.0023051209 0.0027134619 0.0035916561 2.218118e-03
BXMT US Equity 0.0083660361 0.0050246184 0.0120052684 -3.112712e-04
CCK US Equity 0.0021966225 0.0013746341 0.0046785068 -4.921832e-03
CHCR US Equity 0.0102088112 0.0076668813 0.0008229283 3.789817e-03
CLDX US Equity 0.0154615111 0.0182304484 0.0022458667 2.732670e-02
CLH US Equity 0.0016954907 0.0049365288 0.0017678228 1.779504e-03
CRK US Equity 0.0045391963 0.0030740811 0.0004127471 1.743082e-03
CVA US Equity 0.0070336017 0.0032927906 0.0042943380 2.146941e-03
CVM US Equity 0.0123876171 0.0110865730 0.0041794975 1.652111e-02
CVU US Equity 0.0083955535 0.0096130508 0.0040278126 1.996210e-03
DBD US Equity 0.0041368180 0.0048779260 0.0071766052 2.559317e-03
DDD US Equity 0.0097366443 0.0048929634 0.0067642846 1.009921e-02
DIN US Equity 0.0087080011 0.0034490769 0.0026068898 -2.050901e-03
DIOD US Equity 0.0099823847 0.0051869816 0.0060657786 5.256816e-03
DXLG US Equity 0.0101760420 -0.0007754999 0.0083652444 -4.190674e-03
DXR US Equity 0.0016032038 0.0042656146 -0.0001767101 7.654175e-03
EGY US Equity 0.0067345027 0.0006557269 0.0043697919 -4.285015e-03
ENZ US Equity 0.0065920820 0.0060316325 0.0024533102 8.536891e-03
FBP US Equity 0.0051517026 0.0039107336 0.0100033841 1.258987e-03
FMCC US Equity 0.0043156566 0.0032143412 0.0288589479 3.305966e-04
FNMA US Equity 0.0041338661 0.0031113103 0.0256064826 1.464327e-03
FOSL US Equity 0.0046947582 0.0095244587 0.0045157457 3.388644e-03
GHM US Equity 0.0064450512 0.0025408394 0.0009039934 1.357995e-03
GIII US Equity 0.0073618227 0.0048039132 0.0097284212 1.696449e-03
GLT US Equity 0.0046270035 0.0028478482 0.0049041258 2.229537e-03
GLW US Equity 0.0091667179 0.0043593639 0.0035121907 6.917493e-03
GSS US Equity 0.0007243753 0.0052077005 0.0049473045 8.149142e-03
HOV US Equity 0.0087307742 0.0049520802 0.0144269783 1.123503e-03
IBAL US Equity 0.0006382905 -0.0001439740 0.0090968498 7.535832e-03
IBCP US Equity 0.0018388718 0.0039681733 0.0055243940 -2.100463e-03
ICUI US Equity 0.0019673923 0.0039584868 0.0024414084 1.012465e-03
IEC US Equity 0.0123832053 0.0073776388 0.0045224991 -3.180262e-03
IHT US Equity 0.0023005961 -0.0004220411 0.0009470860 -2.034186e-03
IMCI US Equity 0.0101500901 0.0074534549 0.0049339515 2.776797e-02
IMGN US Equity 0.0117513342 0.0086516694 0.0043717180 2.623343e-02
INT US Equity 0.0048467678 0.0039295651 0.0031347410 1.300023e-03
KBAL US Equity 0.0038442457 0.0033233524 0.0048931761 4.884716e-03
LEE US Equity 0.0070661252 0.0028029455 0.0101457534 -3.901518e-04
LRCX US Equity 0.0128303773 0.0071324241 0.0040632910 8.172373e-03
LXU US Equity 0.0051029546 0.0027958457 0.0033328720 9.193516e-03
MBI US Equity 0.0043814981 0.0029108235 0.0129576820 -3.090140e-03
MERC US Equity 0.0050186829 0.0048734149 0.0363888616 8.183048e-03
MGIC US Equity 0.0060735162 0.0022242227 0.0040358102 2.054399e-03
MGM US Equity 0.0117960133 0.0054726470 0.0084698569 7.726422e-04
MNST US Equity 0.0035502350 0.0043027488 0.0033889321 -9.742045e-04
MTW US Equity 0.0093016943 0.0043589856 0.0083060600 3.114422e-03
MTZ US Equity 0.0078329687 0.0070714329 0.0066085122 4.129369e-03
MUX US Equity 0.0055257399 0.0020828872 0.0011917378 1.556540e-03
NAVB US Equity 0.0052875902 0.0032893283 -0.0007677136 2.433395e-02
NC US Equity 0.0072098410 0.0052590526 0.0108644075 8.719174e-06
NIMU US Equity 0.0092217828 0.0021676602 -0.0028765646 3.376644e-02
NROM US Equity 0.0023805754 0.0020380733 0.0052719230 4.807214e-03
NTZ US Equity 0.0048034460 0.0059191970 0.0050596391 6.212675e-04
OFG US Equity 0.0066426168 0.0034018732 0.0037151871 -4.856814e-05
OII US Equity 0.0062872837 0.0064353115 0.0052995456 4.470856e-03
OLP US Equity 0.0031821525 0.0016088618 0.0078199786 1.912966e-03
ORBT US Equity 0.0096262196 0.0034968023 0.0020777494 1.045964e-02
OSUR US Equity 0.0086091148 0.0044929213 0.0018437006 1.249498e-02
PARD US Equity 0.0153823345 0.0054135265 0.0030943025 3.751379e-02
PATK US Equity 0.0063528041 0.0056538037 0.0108930256 -5.404671e-05
PDCE US Equity 0.0064509406 0.0068469899 0.0039802722 -1.882638e-03
PLAB US Equity 0.0133660511 0.0036874304 0.0090279952 1.349322e-02
PLXS US Equity 0.0247630333 0.0065601851 0.0044837205 6.971671e-03
QUMU US Equity 0.0065601851 0.0306160745 0.0041240085 7.934834e-03
RDN US Equity 0.0044837205 0.0041240085 0.0372991990 1.366772e-03
REGN US Equity 0.0069716709 0.0079348339 0.0013667716 8.133980e-02
RELV US Equity 0.0005138430 0.0020982952 0.0027438326 -4.674023e-03
RGEN US Equity 0.0066746182 0.0074016570 0.0003321502 3.151493e-02
RGS US Equity 0.0046968090 0.0052495774 0.0073996934 -6.625542e-04
RIG US Equity 0.0071137330 0.0056248266 0.0042893454 5.828071e-03
RRC US Equity 0.0052232337 0.0034696387 0.0041927771 -4.127071e-03
SCI US Equity 0.0057584640 0.0011145493 0.0031922919 -1.335620e-03
SIF US Equity 0.0051629706 0.0062449445 0.0075762716 5.324296e-04
SKY US Equity 0.0043287591 0.0039238258 0.0061421455 3.822908e-03
SLGD US Equity 0.0044392133 0.0011468244 0.0003297340 2.019994e-03
SM US Equity 0.0088365175 0.0075222006 0.0069874440 2.099153e-03
SMG US Equity 0.0035073173 0.0040241499 0.0051268421 -9.575532e-04
SODI US Equity 0.0029996381 0.0120996473 0.0028330452 2.001523e-02
SSY US Equity 0.0032861645 -0.0005977079 0.0047608582 7.663341e-03
STC US Equity 0.0023925412 0.0015849937 0.0059558374 2.895846e-03
STFC US Equity 0.0001986482 0.0012407696 0.0038754124 4.545097e-04
STRL US Equity 0.0055668819 0.0012575135 0.0033713007 -9.106387e-04
SUP US Equity 0.0063370537 0.0045938655 0.0061561198 -1.104031e-03
TGB US Equity 0.0104531397 0.0089989998 0.0072492528 9.294085e-04
THC US Equity 0.0081436557 0.0042270820 0.0093935957 -2.810227e-03
THRM US Equity 0.0080263487 0.0064765416 0.0019662245 3.473613e-02
TISI US Equity 0.0050586359 0.0026658704 0.0052467197 2.843602e-03
TREC US Equity 0.0086482413 0.0063473341 0.0055327257 1.905110e-03
TRIB US Equity 0.0078203157 0.0065837723 -0.0010440509 1.639965e-02
TTI US Equity 0.0100587106 0.0072851887 0.0075042141 9.819949e-04
USAK US Equity 0.0042375751 0.0043793259 0.0048515059 2.990057e-04
UTMD US Equity 0.0024874870 0.0014451297 0.0010049591 2.350429e-03
UUU US Equity 0.0082731017 0.0112241951 0.0049921023 2.087022e-02
VASO US Equity 0.0124856014 0.0104227263 0.0003904354 1.579298e-03
VGR US Equity 0.0041170789 0.0048313885 0.0034105602 9.624396e-04
VGZ US Equity -0.0050478476 0.0030236767 -0.0022628518 -2.588010e-03
VHI US Equity 0.0054204440 0.0021651763 0.0021283737 9.919797e-04
VSEC US Equity 0.0038459474 0.0039992148 0.0053775351 1.032201e-03
WDC US Equity 0.0135651329 0.0062694604 0.0043541955 1.612791e-03
WNC US Equity 0.0047057985 0.0039910960 0.0260942496 2.748510e-03
WTT US Equity 0.0089673888 0.0017534022 0.0022736396 2.381148e-02
ZIXI US Equity 0.0095041318 0.0073250900 0.0025793799 1.631131e-02
RELV US Equity RGEN US Equity RGS US Equity RIG US Equity
AIG US Equity 1.125302e-03 7.373736e-04 0.0076057049 0.0069497289
ALKS US Equity 2.852801e-04 2.093880e-02 0.0017726536 0.0094683253
AMSC US Equity -6.619041e-03 1.949416e-02 0.0054262241 0.0105556615
AMSWA US Equity 2.569765e-03 9.064413e-03 0.0028234846 0.0055229466
ANDR US Equity 1.324964e-03 6.253051e-03 0.0005838322 0.0040830842
APA US Equity -8.870891e-04 6.568939e-04 0.0149918593 0.0186122178
ARCB US Equity 1.565290e-03 -9.846899e-04 0.0044338144 0.0061856133
ASYS US Equity 2.869932e-03 1.440075e-02 0.0089414477 0.0134647497
AXR US Equity -8.505869e-05 -1.292693e-03 0.0023387318 0.0034859892
AZZ US Equity -1.948944e-04 8.186049e-04 0.0041474633 0.0085813010
BBBY US Equity 2.551545e-04 2.338743e-03 0.0117766431 0.0077691166
BIIB US Equity 8.132653e-04 5.240336e-03 0.0025397288 0.0020513987
BOOM US Equity 8.946897e-03 1.007135e-03 0.0040427168 0.0100315340
BPT US Equity -5.239967e-04 3.214236e-03 0.0020256558 0.0153134980
BRN US Equity 2.692727e-03 1.134561e-03 0.0023634772 0.0100245637
BXMT US Equity 1.695763e-03 6.090578e-04 0.0062767775 0.0073175571
CCK US Equity 5.364375e-04 9.004453e-04 0.0027600809 0.0046276799
CHCR US Equity 5.732304e-03 3.253921e-03 0.0077135274 0.0084477323
CLDX US Equity 7.583251e-03 1.776073e-02 0.0056406817 0.0184575516
CLH US Equity 7.125022e-03 4.211472e-03 0.0034642619 0.0075195081
CRK US Equity -5.945705e-04 3.007879e-03 0.0026977483 0.0127962307
CVA US Equity 2.438161e-04 -1.739111e-03 0.0026477089 0.0078890225
CVM US Equity 4.372065e-04 1.616820e-02 0.0068837636 0.0029084397
CVU US Equity 7.990243e-03 1.935862e-03 0.0096760786 0.0101029706
DBD US Equity 3.487195e-05 -3.201743e-04 0.0061255626 0.0095191374
DDD US Equity 3.750624e-03 4.194118e-03 0.0064482606 0.0125859846
DIN US Equity -1.481909e-03 7.102724e-05 0.0088989087 0.0065441479
DIOD US Equity 5.440792e-04 7.014676e-03 0.0053531895 0.0079522399
DXLG US Equity -2.332492e-03 -8.834429e-04 0.0093712941 0.0103010782
DXR US Equity -5.935387e-04 2.781380e-03 0.0001985903 0.0001976549
EGY US Equity 2.041100e-03 -1.070557e-03 0.0046153054 0.0159515749
ENZ US Equity 7.058854e-03 7.040793e-03 0.0042761602 0.0057018195
FBP US Equity 7.058043e-04 1.557220e-03 0.0044643013 0.0064809094
FMCC US Equity 4.488866e-03 6.199100e-04 0.0098603869 0.0138332293
FNMA US Equity 3.859366e-03 1.436897e-03 0.0088904219 0.0134069738
FOSL US Equity 1.249887e-03 4.139765e-03 0.0060802421 0.0114035138
GHM US Equity 3.519860e-03 2.636957e-03 0.0052725062 0.0077307756
GIII US Equity 2.206684e-04 1.161076e-03 0.0101319670 0.0136252417
GLT US Equity -5.855172e-04 -5.965395e-04 0.0036658567 0.0053772166
GLW US Equity 9.870777e-04 6.617676e-03 0.0035004983 0.0073669361
GSS US Equity 3.964534e-03 6.405818e-03 0.0031100021 0.0042319796
HOV US Equity -3.743642e-04 9.641559e-05 0.0091798032 0.0088716353
IBAL US Equity -6.838165e-04 3.924421e-03 0.0020375480 0.0030438232
IBCP US Equity 2.109502e-03 -1.241340e-04 0.0041612781 0.0046409187
ICUI US Equity 6.660552e-04 -1.024128e-03 0.0027574578 0.0007883702
IEC US Equity 2.709147e-03 9.449245e-03 0.0035202516 0.0027789007
IHT US Equity -1.628359e-04 2.789454e-05 -0.0004332552 0.0058065622
IMCI US Equity 1.929056e-03 1.762473e-02 0.0054233416 0.0050820611
IMGN US Equity 4.896310e-03 1.431195e-02 0.0088736311 0.0034961817
INT US Equity -1.862675e-03 3.923313e-03 0.0022453474 0.0089028233
KBAL US Equity 1.165580e-03 2.697097e-03 0.0035027431 0.0031657147
LEE US Equity 3.596107e-03 -1.133862e-03 0.0030597979 0.0086540043
LRCX US Equity 2.265848e-03 8.729684e-03 0.0029196318 0.0089723073
LXU US Equity -1.840853e-03 4.807640e-03 0.0039720147 0.0073150025
MBI US Equity 4.014555e-04 -1.920610e-03 0.0040993228 0.0057180163
MERC US Equity 7.520843e-03 2.496720e-03 0.0086261119 0.0069994540
MGIC US Equity 3.403892e-03 7.786032e-03 0.0022051612 0.0073433933
MGM US Equity -4.948308e-04 -1.212343e-03 0.0095364700 0.0100436831
MNST US Equity 3.374497e-03 -3.980927e-04 0.0038575044 0.0034683130
MTW US Equity -9.433150e-04 3.817806e-04 0.0067369765 0.0143705297
MTZ US Equity 1.439839e-03 3.126251e-03 0.0068230442 0.0079084255
MUX US Equity 1.411043e-03 4.829565e-03 0.0001887877 0.0077192395
NAVB US Equity 8.937762e-03 1.336252e-02 -0.0014544896 0.0076716560
NC US Equity -5.994809e-04 9.177029e-04 0.0061637736 0.0084672240
NIMU US Equity 1.704651e-02 2.843557e-02 0.0018346913 0.0097318554
NROM US Equity -7.897891e-04 5.502110e-03 0.0061033215 0.0028115004
NTZ US Equity -9.131027e-04 1.308009e-03 0.0075135662 0.0120517240
OFG US Equity -3.245739e-03 1.734964e-03 0.0048399090 0.0061397317
OII US Equity 1.920798e-03 2.877318e-03 0.0098305019 0.0198390010
OLP US Equity -7.495520e-04 2.147755e-03 0.0042217973 0.0049709760
ORBT US Equity 3.261939e-03 1.395861e-02 0.0039780285 0.0056723318
OSUR US Equity 5.164462e-03 3.551715e-03 0.0024336975 0.0008732960
PARD US Equity -4.003430e-03 3.014201e-02 0.0017192296 0.0013259364
PATK US Equity 4.147121e-03 4.049575e-03 0.0069762772 0.0052372709
PDCE US Equity 1.136346e-03 1.865109e-03 0.0105632667 0.0152701655
PLAB US Equity -2.248916e-03 7.921949e-03 0.0087906850 0.0063914286
PLXS US Equity 5.138430e-04 6.674618e-03 0.0046968090 0.0071137330
QUMU US Equity 2.098295e-03 7.401657e-03 0.0052495774 0.0056248266
RDN US Equity 2.743833e-03 3.321502e-04 0.0073996934 0.0042893454
REGN US Equity -4.674023e-03 3.151493e-02 -0.0006625542 0.0058280713
RELV US Equity 4.734152e-02 2.201192e-03 0.0001264341 -0.0007678791
RGEN US Equity 2.201192e-03 4.666105e-02 0.0015037023 0.0044972965
RGS US Equity 1.264341e-04 1.503702e-03 0.0264436476 0.0098351094
RIG US Equity -7.678791e-04 4.497297e-03 0.0098351094 0.0366023396
RRC US Equity -7.016961e-04 1.478332e-03 0.0088281539 0.0133008851
SCI US Equity -3.492218e-04 3.184275e-03 0.0018078061 0.0031254828
SIF US Equity 2.548290e-03 6.351022e-05 0.0059426607 0.0070888287
SKY US Equity -6.708761e-04 2.269476e-03 0.0048997555 0.0059781427
SLGD US Equity 3.907317e-03 1.916252e-03 0.0034113383 0.0016441975
SM US Equity -7.742632e-04 3.151783e-03 0.0191897055 0.0291115193
SMG US Equity -6.632773e-04 3.204428e-03 0.0024084087 0.0046437853
SODI US Equity 8.974969e-04 1.107716e-02 -0.0024265778 0.0021399670
SSY US Equity -4.073602e-03 7.501332e-03 0.0042316251 0.0042986983
STC US Equity 9.329218e-04 1.589680e-03 0.0044320927 0.0010303814
STFC US Equity 7.594119e-04 -1.557593e-03 0.0020168976 0.0021402398
STRL US Equity -5.482468e-03 -3.044986e-03 0.0035599050 0.0049579936
SUP US Equity 1.873981e-03 1.602833e-04 0.0124357501 0.0329335432
TGB US Equity 2.563780e-03 4.033790e-03 0.0055452329 0.0113377789
THC US Equity 7.246893e-04 -8.896997e-04 0.0067978332 0.0073355593
THRM US Equity 3.444056e-03 2.341921e-02 0.0004367291 0.0054603614
TISI US Equity 2.541789e-03 -2.045633e-03 0.0095403835 0.0096247190
TREC US Equity -5.579592e-03 3.214169e-03 0.0059586024 0.0035047129
TRIB US Equity 4.571487e-03 1.514543e-02 0.0039664152 0.0124287513
TTI US Equity 1.028980e-03 7.654488e-04 0.0066723487 0.0190359361
USAK US Equity -8.541354e-04 8.944454e-04 0.0066393921 0.0030830706
UTMD US Equity 1.161347e-03 1.846576e-03 0.0006192513 0.0014321945
UUU US Equity -1.501009e-03 1.498130e-02 0.0079447430 0.0058525317
VASO US Equity 7.748579e-03 2.982860e-03 0.0113981287 0.0142454882
VGR US Equity -5.911293e-04 -2.328460e-03 0.0040184647 0.0026790976
VGZ US Equity 2.942408e-03 -3.429283e-04 0.0041775971 0.0077071578
VHI US Equity -5.308129e-05 6.688438e-04 -0.0008064712 0.0075616050
VSEC US Equity 4.818815e-04 1.785167e-03 0.0040989710 0.0050852756
WDC US Equity 3.026825e-03 5.529525e-03 0.0041989279 0.0098662456
WNC US Equity 3.354071e-03 8.757531e-04 0.0061813410 0.0073183842
WTT US Equity 3.472207e-04 1.603313e-02 0.0048090765 0.0067614171
ZIXI US Equity -1.372483e-03 1.376589e-02 0.0058588512 0.0082564616
RRC US Equity SCI US Equity SIF US Equity SKY US Equity
AIG US Equity 0.0043041833 4.212928e-03 8.675758e-03 4.706326e-03
ALKS US Equity 0.0010614238 -6.136614e-04 2.826949e-03 2.157368e-03
AMSC US Equity 0.0028039128 4.110581e-03 7.005130e-03 6.810686e-03
AMSWA US Equity 0.0002624111 6.445303e-03 4.922559e-03 2.594563e-03
ANDR US Equity -0.0006807937 3.536660e-03 3.095900e-03 4.127141e-03
APA US Equity 0.0263407881 1.131147e-03 6.854317e-03 7.495328e-03
ARCB US Equity 0.0036788661 4.654794e-03 4.398262e-03 4.447019e-03
ASYS US Equity 0.0153225997 5.998265e-03 9.286056e-03 7.747637e-03
AXR US Equity 0.0035702360 2.239276e-03 7.100819e-03 4.639854e-03
AZZ US Equity 0.0068936858 3.443656e-03 5.313633e-03 3.024645e-03
BBBY US Equity 0.0071161340 2.114642e-03 3.109108e-03 3.969175e-03
BIIB US Equity 0.0005452607 -3.804884e-04 7.958088e-04 1.714831e-03
BOOM US Equity 0.0110664879 6.544660e-03 7.956477e-03 6.799201e-03
BPT US Equity 0.0105553921 -6.405280e-04 4.852406e-04 -2.418691e-03
BRN US Equity 0.0073653936 1.496198e-03 5.858745e-03 3.817108e-03
BXMT US Equity 0.0060375805 3.513976e-03 4.158592e-03 5.538658e-03
CCK US Equity 0.0045079883 4.174434e-03 4.936526e-03 2.120059e-03
CHCR US Equity -0.0023699058 2.675577e-03 4.324318e-03 2.019278e-03
CLDX US Equity 0.0044422729 2.456063e-03 3.457716e-03 2.916690e-03
CLH US Equity 0.0022807314 1.010891e-03 1.879169e-03 2.436876e-03
CRK US Equity 0.0203582016 9.368419e-05 1.447151e-03 2.772266e-03
CVA US Equity 0.0038624810 5.455760e-03 7.193043e-03 4.705957e-03
CVM US Equity 0.0023514938 8.233533e-03 6.394443e-03 5.765140e-03
CVU US Equity 0.0040677234 1.628547e-04 6.274100e-03 3.443732e-03
DBD US Equity 0.0047341037 1.531301e-03 6.269493e-03 5.692914e-03
DDD US Equity 0.0069697745 3.025198e-03 5.630171e-03 6.543668e-03
DIN US Equity 0.0072699162 5.881823e-03 7.199498e-03 5.362352e-03
DIOD US Equity 0.0039486872 5.943699e-03 5.842753e-03 4.472331e-03
DXLG US Equity 0.0057261901 7.358636e-03 6.892852e-03 6.015875e-03
DXR US Equity 0.0004498677 8.278496e-05 -5.373364e-04 3.392800e-05
EGY US Equity 0.0095255432 4.675101e-03 4.701849e-03 3.817333e-03
ENZ US Equity 0.0019359078 1.993939e-03 2.718877e-03 3.195954e-03
FBP US Equity 0.0031540669 2.895877e-03 3.706286e-03 6.579034e-03
FMCC US Equity 0.0070722157 5.476191e-03 7.590979e-03 3.035535e-03
FNMA US Equity 0.0063667157 5.427315e-03 7.630359e-03 2.668652e-03
FOSL US Equity 0.0043160928 5.575159e-03 4.991678e-03 4.650093e-03
GHM US Equity 0.0046131627 3.531705e-03 8.128474e-03 2.075609e-03
GIII US Equity 0.0071323711 4.571782e-03 7.419484e-03 6.001644e-03
GLT US Equity 0.0051258281 2.881746e-03 4.264416e-03 3.831705e-03
GLW US Equity 0.0048439193 3.290806e-03 4.979591e-03 2.331173e-03
GSS US Equity 0.0015654363 3.333963e-04 5.784246e-03 1.333916e-03
HOV US Equity 0.0082275452 4.726529e-03 9.092705e-03 7.499535e-03
IBAL US Equity 0.0031008879 4.163983e-03 5.444842e-03 6.451661e-04
IBCP US Equity 0.0038997180 3.427277e-03 1.713739e-03 4.174005e-03
ICUI US Equity 0.0002250746 8.617030e-04 1.952768e-03 2.547683e-03
IEC US Equity -0.0007051440 1.554516e-02 5.797252e-03 4.089038e-03
IHT US Equity 0.0035776552 4.039266e-03 2.881500e-04 1.813625e-03
IMCI US Equity 0.0032424368 7.731307e-03 5.527548e-04 8.061348e-03
IMGN US Equity 0.0004013962 2.105148e-03 5.506337e-03 9.006818e-03
INT US Equity 0.0048950893 5.406555e-03 4.286058e-03 1.175740e-03
KBAL US Equity 0.0025003282 1.739181e-03 3.155902e-03 4.543663e-03
LEE US Equity 0.0021786336 4.888131e-03 5.169202e-03 9.440785e-03
LRCX US Equity 0.0020303425 8.804975e-03 6.927378e-03 4.991584e-03
LXU US Equity 0.0069711200 4.956207e-03 7.757719e-03 8.767287e-03
MBI US Equity 0.0061971964 3.645715e-03 3.298041e-03 5.329836e-03
MERC US Equity 0.0067564476 6.065704e-03 1.333257e-02 3.183238e-03
MGIC US Equity 0.0042461224 3.479540e-03 4.192899e-03 3.321967e-03
MGM US Equity 0.0070549223 6.904009e-03 1.096386e-02 6.754740e-03
MNST US Equity 0.0010539793 3.262907e-03 3.540301e-03 1.415106e-03
MTW US Equity 0.0064828907 7.130527e-03 9.242395e-03 7.480060e-03
MTZ US Equity 0.0044274366 3.669698e-03 8.101298e-03 4.574214e-03
MUX US Equity 0.0078759584 1.973578e-03 2.520422e-03 1.202645e-03
NAVB US Equity -0.0002309744 3.698681e-03 9.351218e-03 2.132950e-03
NC US Equity 0.0047572995 5.610781e-03 6.826531e-03 6.406318e-03
NIMU US Equity -0.0012899456 -7.248565e-04 2.968264e-04 -4.310073e-03
NROM US Equity 0.0042331373 3.604172e-03 6.849403e-03 1.612934e-03
NTZ US Equity 0.0090727728 4.956162e-03 7.968375e-03 6.069324e-03
OFG US Equity 0.0037089867 3.986719e-03 5.045396e-03 6.073129e-03
OII US Equity 0.0160970172 3.243399e-03 7.161762e-03 5.887558e-03
OLP US Equity 0.0027970919 3.620060e-03 4.815323e-03 3.373916e-03
ORBT US Equity 0.0025161473 7.206211e-03 5.070175e-03 3.505177e-03
OSUR US Equity 0.0059014707 2.883106e-03 1.880174e-03 3.371156e-03
PARD US Equity -0.0046384744 6.577338e-03 5.196380e-03 6.529175e-03
PATK US Equity 0.0028458614 5.245401e-03 8.587420e-03 4.199322e-03
PDCE US Equity 0.0186534533 2.911100e-03 6.978908e-03 5.072989e-03
PLAB US Equity 0.0021625303 6.591582e-03 1.111643e-02 9.632916e-04
PLXS US Equity 0.0052232337 5.758464e-03 5.162971e-03 4.328759e-03
QUMU US Equity 0.0034696387 1.114549e-03 6.244945e-03 3.923826e-03
RDN US Equity 0.0041927771 3.192292e-03 7.576272e-03 6.142145e-03
REGN US Equity -0.0041270714 -1.335620e-03 5.324296e-04 3.822908e-03
RELV US Equity -0.0007016961 -3.492218e-04 2.548290e-03 -6.708761e-04
RGEN US Equity 0.0014783317 3.184275e-03 6.351022e-05 2.269476e-03
RGS US Equity 0.0088281539 1.807806e-03 5.942661e-03 4.899755e-03
RIG US Equity 0.0133008851 3.125483e-03 7.088829e-03 5.978143e-03
RRC US Equity 0.0371735322 5.247022e-04 3.545579e-03 4.452370e-03
SCI US Equity 0.0005247022 1.768691e-02 6.452955e-03 3.119869e-03
SIF US Equity 0.0035455788 6.452955e-03 3.682238e-02 3.363963e-03
SKY US Equity 0.0044523702 3.119869e-03 3.363963e-03 2.593544e-02
SLGD US Equity 0.0020663905 3.016731e-03 3.028648e-03 -2.715519e-03
SM US Equity 0.0309821948 1.989316e-03 1.046733e-02 1.410618e-02
SMG US Equity 0.0038286058 3.462667e-03 3.780107e-03 3.242782e-03
SODI US Equity -0.0079067497 9.650694e-05 6.088791e-03 9.560704e-05
SSY US Equity 0.0030471522 3.480314e-03 6.496617e-03 3.806833e-03
STC US Equity 0.0013374209 1.521590e-03 3.793352e-03 2.262576e-03
STFC US Equity 0.0001694870 -6.800739e-05 1.632014e-03 1.261618e-03
STRL US Equity 0.0009326818 5.727374e-04 5.004090e-03 1.968458e-03
SUP US Equity 0.0085777271 3.870981e-03 3.668977e-03 7.621778e-03
TGB US Equity 0.0094008265 8.770352e-03 1.245868e-02 6.216434e-03
THC US Equity 0.0071139756 4.320221e-03 4.917827e-03 6.831250e-03
THRM US Equity 0.0022538124 4.324436e-03 5.739054e-03 3.772663e-03
TISI US Equity 0.0053983188 2.546733e-03 7.079795e-03 3.114840e-03
TREC US Equity 0.0033916022 4.581465e-03 5.926752e-03 2.795866e-03
TRIB US Equity 0.0044134930 4.473486e-03 3.205530e-03 5.081188e-03
TTI US Equity 0.0142091625 6.247589e-03 8.229394e-03 6.075689e-03
USAK US Equity 0.0028168163 3.100446e-03 3.314791e-03 5.331254e-03
UTMD US Equity 0.0006153581 2.407833e-03 9.383408e-04 2.204525e-03
UUU US Equity 0.0041517699 2.554647e-03 1.040431e-02 3.397873e-03
VASO US Equity 0.0098877133 6.789697e-03 1.170024e-02 5.476644e-03
VGR US Equity 0.0006193975 4.167891e-03 3.571528e-03 3.520990e-03
VGZ US Equity 0.0044616697 1.509650e-03 4.060094e-03 6.136319e-04
VHI US Equity 0.0029618650 3.159096e-03 9.321536e-04 2.632214e-03
VSEC US Equity 0.0017792747 3.357775e-03 7.734433e-03 2.680833e-03
WDC US Equity 0.0023708795 7.731896e-03 6.822837e-03 5.976416e-03
WNC US Equity 0.0034522129 7.354281e-03 7.685120e-03 7.632702e-03
WTT US Equity 0.0024624083 6.878646e-03 3.539212e-03 3.450955e-03
ZIXI US Equity 0.0060326279 1.068525e-02 6.854743e-03 5.115026e-03
SLGD US Equity SM US Equity SMG US Equity SODI US Equity
AIG US Equity -5.723430e-04 9.003572e-03 0.0051380546 3.431201e-03
ALKS US Equity 3.357802e-03 6.477819e-03 0.0005337142 1.339564e-02
AMSC US Equity 2.014301e-03 1.076314e-02 0.0015649283 1.220632e-02
AMSWA US Equity 2.177170e-03 3.748000e-03 0.0031406595 1.186799e-02
ANDR US Equity -1.211247e-02 3.256254e-03 0.0004467978 1.403183e-03
APA US Equity 2.098113e-03 4.053555e-02 0.0046051743 9.327219e-04
ARCB US Equity 5.581421e-04 8.457164e-03 0.0034484539 -3.947790e-03
ASYS US Equity 3.251513e-03 1.672080e-02 0.0017226467 1.002571e-02
AXR US Equity 1.200053e-03 6.292879e-03 0.0023508007 1.048721e-03
AZZ US Equity 1.804519e-03 1.133041e-02 0.0028084800 -1.927469e-03
BBBY US Equity 1.380758e-03 1.032936e-02 0.0023219353 5.275249e-04
BIIB US Equity 3.392267e-04 1.635290e-03 0.0004238882 4.337088e-03
BOOM US Equity 4.133893e-03 1.291677e-02 0.0038043397 1.054054e-02
BPT US Equity -2.053570e-03 1.091595e-02 0.0002420208 -1.884038e-03
BRN US Equity 1.093356e-03 1.169373e-02 0.0013756269 3.785237e-04
BXMT US Equity 9.694451e-03 1.125480e-02 0.0027531810 -2.076672e-03
CCK US Equity 3.436107e-03 4.749960e-03 0.0039185291 -3.246360e-03
CHCR US Equity 6.671388e-03 7.747891e-03 0.0039155821 -3.229758e-03
CLDX US Equity 1.859232e-03 1.477367e-02 0.0017137672 1.152463e-02
CLH US Equity 3.748827e-03 7.862539e-03 0.0005101993 1.920526e-03
CRK US Equity 9.223497e-05 1.898538e-02 0.0021898637 -6.111959e-03
CVA US Equity 3.227445e-03 8.579109e-03 0.0020306276 2.456899e-03
CVM US Equity 2.541704e-03 1.266678e-02 0.0011354348 1.455803e-02
CVU US Equity -2.588053e-03 1.118557e-02 0.0035440113 4.269017e-03
DBD US Equity 5.621160e-03 1.325091e-02 0.0043977573 4.857322e-03
DDD US Equity 4.318882e-03 1.437452e-02 0.0028150058 2.328225e-03
DIN US Equity 8.155863e-03 1.354697e-02 0.0036877064 1.545324e-03
DIOD US Equity 3.082470e-03 9.579023e-03 0.0051390112 7.043953e-04
DXLG US Equity 7.676817e-03 1.174194e-02 0.0017532136 -5.787964e-03
DXR US Equity -2.138921e-03 -2.739274e-04 0.0003171985 5.275010e-03
EGY US Equity 2.218358e-03 1.689422e-02 -0.0005363637 -1.076412e-02
ENZ US Equity 2.437335e-03 8.032349e-03 0.0021224127 3.891306e-03
FBP US Equity 1.240082e-04 7.964820e-03 0.0029032871 6.472233e-03
FMCC US Equity 7.702143e-03 1.465329e-02 0.0063797721 4.070154e-03
FNMA US Equity 6.565283e-03 1.339469e-02 0.0060136772 5.837045e-03
FOSL US Equity -3.621292e-04 1.230775e-02 0.0040277859 5.015263e-03
GHM US Equity 1.190907e-03 8.734152e-03 0.0017969778 3.309150e-03
GIII US Equity 5.612053e-03 1.447274e-02 0.0055383294 7.631948e-04
GLT US Equity 1.543418e-03 7.848847e-03 0.0032087680 5.229673e-03
GLW US Equity 4.701453e-05 8.175696e-03 0.0032086027 2.004576e-03
GSS US Equity -2.782729e-04 1.219576e-03 -0.0003606092 7.163769e-03
HOV US Equity 5.914810e-03 1.516432e-02 0.0061255796 -2.797407e-03
IBAL US Equity 1.505158e-03 6.462776e-03 -0.0011468102 1.542277e-02
IBCP US Equity 1.172574e-03 4.784338e-03 0.0041809211 -1.529089e-03
ICUI US Equity 2.010931e-03 3.157892e-03 0.0017538042 1.753948e-04
IEC US Equity 3.119502e-03 2.921071e-03 0.0030760226 7.954664e-03
IHT US Equity 2.196989e-03 3.803888e-03 0.0008021806 7.047787e-03
IMCI US Equity 6.109328e-03 1.126589e-02 0.0011129533 1.351480e-02
IMGN US Equity 3.917151e-04 7.788247e-03 0.0029087097 2.917813e-03
INT US Equity 2.532147e-03 8.280697e-03 0.0037023613 1.215459e-03
KBAL US Equity -6.720992e-04 4.194913e-03 0.0019928790 2.716543e-03
LEE US Equity -1.307871e-03 1.098795e-02 0.0046398329 -3.592048e-04
LRCX US Equity 4.589714e-03 7.973688e-03 0.0044774468 1.532392e-03
LXU US Equity 2.398620e-03 1.276572e-02 0.0020063170 3.253771e-03
MBI US Equity 1.138678e-03 7.501874e-03 0.0054782602 -2.431778e-03
MERC US Equity 1.068028e-03 1.346718e-02 0.0038542347 4.013272e-03
MGIC US Equity 1.161821e-03 6.252127e-03 0.0026021755 2.602407e-03
MGM US Equity 1.045928e-02 1.672397e-02 0.0031011179 1.306712e-04
MNST US Equity 2.278017e-03 2.413306e-03 0.0020197847 6.130367e-03
MTW US Equity 3.570590e-03 1.543918e-02 0.0048687326 -2.263575e-04
MTZ US Equity 1.031119e-03 1.002940e-02 0.0036439881 -2.495532e-03
MUX US Equity 1.379536e-03 9.338602e-03 0.0021160713 3.370297e-03
NAVB US Equity 7.641621e-03 6.054273e-03 0.0013101898 1.800197e-02
NC US Equity -8.951285e-04 1.373180e-02 0.0034083533 6.908332e-03
NIMU US Equity 5.860131e-03 9.300735e-03 -0.0021716838 3.793189e-03
NROM US Equity 4.212534e-03 5.926254e-03 0.0016982602 -3.441679e-03
NTZ US Equity 3.869957e-03 1.750080e-02 0.0036412767 -2.844719e-04
OFG US Equity -4.923337e-04 9.046258e-03 0.0040167092 2.269216e-03
OII US Equity 4.925054e-04 2.670475e-02 0.0037525677 3.049962e-03
OLP US Equity 1.481919e-03 6.392955e-03 0.0028511839 1.612534e-03
ORBT US Equity 3.949660e-03 8.551352e-03 0.0019138011 4.662476e-03
OSUR US Equity -1.912165e-04 5.427148e-03 0.0017937851 6.130131e-03
PARD US Equity 4.670963e-04 6.681912e-03 0.0048237313 1.937990e-02
PATK US Equity 4.540495e-03 9.811430e-03 0.0027300293 2.618016e-03
PDCE US Equity 3.321694e-03 2.943972e-02 0.0026152093 9.109947e-03
PLAB US Equity 5.977250e-03 1.226246e-02 0.0026475975 4.765965e-03
PLXS US Equity 4.439213e-03 8.836517e-03 0.0035073173 2.999638e-03
QUMU US Equity 1.146824e-03 7.522201e-03 0.0040241499 1.209965e-02
RDN US Equity 3.297340e-04 6.987444e-03 0.0051268421 2.833045e-03
REGN US Equity 2.019994e-03 2.099153e-03 -0.0009575532 2.001523e-02
RELV US Equity 3.907317e-03 -7.742632e-04 -0.0006632773 8.974969e-04
RGEN US Equity 1.916252e-03 3.151783e-03 0.0032044282 1.107716e-02
RGS US Equity 3.411338e-03 1.918971e-02 0.0024084087 -2.426578e-03
RIG US Equity 1.644197e-03 2.911152e-02 0.0046437853 2.139967e-03
RRC US Equity 2.066391e-03 3.098219e-02 0.0038286058 -7.906750e-03
SCI US Equity 3.016731e-03 1.989316e-03 0.0034626668 9.650694e-05
SIF US Equity 3.028648e-03 1.046733e-02 0.0037801068 6.088791e-03
SKY US Equity -2.715519e-03 1.410618e-02 0.0032427824 9.560704e-05
SLGD US Equity 5.861247e-02 1.577204e-03 0.0007659620 2.858157e-03
SM US Equity 1.577204e-03 6.486501e-02 0.0049285368 3.199749e-03
SMG US Equity 7.659620e-04 4.928537e-03 0.0082766153 9.184165e-04
SODI US Equity 2.858157e-03 3.199749e-03 0.0009184165 2.076435e-01
SSY US Equity 2.487450e-03 9.662081e-03 0.0030003389 4.619158e-03
STC US Equity 2.512642e-03 4.333768e-03 0.0017970675 7.508847e-04
STFC US Equity -1.332908e-03 2.256810e-03 0.0015132442 1.198243e-03
STRL US Equity -1.148079e-03 4.297585e-03 0.0033769725 -6.578088e-03
SUP US Equity 1.450412e-03 3.221092e-02 0.0048556533 -2.058520e-03
TGB US Equity 4.473316e-03 1.365602e-02 0.0048252838 5.653520e-03
THC US Equity 5.583356e-03 1.302020e-02 0.0025205524 3.115654e-03
THRM US Equity 1.009792e-02 7.500398e-03 0.0027289729 1.052810e-02
TISI US Equity 4.841760e-03 1.113766e-02 0.0002728747 4.344585e-03
TREC US Equity 2.137523e-03 6.034550e-03 0.0003197872 2.302453e-02
TRIB US Equity 5.369294e-03 1.546875e-02 0.0027377260 1.019463e-02
TTI US Equity 7.390330e-03 2.429504e-02 0.0034712387 -1.926540e-03
USAK US Equity 2.862266e-03 7.553570e-03 0.0015181127 -8.348353e-04
UTMD US Equity -4.431924e-04 3.152994e-05 0.0008570005 3.612957e-03
UUU US Equity -2.265251e-03 1.114520e-02 0.0048768840 1.830486e-02
VASO US Equity 1.117668e-02 2.685822e-02 0.0038941623 1.174795e-02
VGR US Equity -2.183979e-04 3.736372e-03 0.0026272324 3.171824e-03
VGZ US Equity 1.456294e-03 5.282049e-03 0.0004945329 6.170644e-03
VHI US Equity -1.184821e-03 8.260995e-03 0.0031803849 3.536663e-03
VSEC US Equity 5.481747e-04 5.322508e-03 0.0023761124 1.826838e-03
WDC US Equity 6.388709e-04 9.563568e-03 0.0059765975 4.138448e-04
WNC US Equity 1.324946e-03 9.783156e-03 0.0048554066 2.732900e-03
WTT US Equity 4.601329e-03 7.134687e-03 0.0008957018 -7.734603e-03
ZIXI US Equity 7.122007e-04 1.024536e-02 0.0045227032 1.470451e-02
SSY US Equity STC US Equity STFC US Equity STRL US Equity
AIG US Equity 0.0071555496 2.558753e-03 1.645858e-03 3.620768e-03
ALKS US Equity 0.0043362833 4.196282e-03 2.655437e-03 3.842857e-03
AMSC US Equity 0.0061616584 4.333621e-03 8.881759e-04 4.256001e-03
AMSWA US Equity 0.0054874648 2.742280e-03 5.147167e-04 -9.679524e-04
ANDR US Equity 0.0007725758 1.116411e-03 4.118986e-05 -3.421805e-03
APA US Equity 0.0036732376 4.113462e-03 4.018409e-04 5.039148e-03
ARCB US Equity 0.0022575437 3.836528e-03 2.289908e-03 4.365547e-03
ASYS US Equity 0.0063395132 1.687718e-03 2.496170e-03 4.474539e-03
AXR US Equity 0.0041241046 2.441506e-03 2.096107e-03 1.622179e-03
AZZ US Equity 0.0028253265 2.917093e-03 1.886880e-03 2.999874e-03
BBBY US Equity 0.0046822685 4.777040e-03 6.698954e-04 3.015894e-03
BIIB US Equity 0.0012160286 1.892363e-03 2.229120e-03 3.660089e-03
BOOM US Equity 0.0029165033 1.872487e-03 6.736728e-04 -1.018702e-04
BPT US Equity 0.0009448905 -5.207710e-04 7.502222e-04 2.769628e-04
BRN US Equity 0.0032852868 2.716814e-03 1.073522e-03 1.894804e-03
BXMT US Equity 0.0023516892 1.856064e-03 1.844935e-04 4.098890e-04
CCK US Equity 0.0035718274 1.530492e-03 2.156565e-04 1.967276e-03
CHCR US Equity 0.0003305143 1.642415e-03 2.431077e-03 7.141065e-03
CLDX US Equity 0.0027032477 7.735207e-03 5.592569e-04 1.253991e-02
CLH US Equity 0.0023136712 -9.820270e-04 3.416961e-04 1.023426e-04
CRK US Equity 0.0035921181 4.580574e-04 1.160133e-03 1.235679e-03
CVA US Equity 0.0038072445 1.305031e-03 6.476645e-04 1.208445e-03
CVM US Equity 0.0057589153 6.329720e-04 -7.053412e-04 -1.142509e-03
CVU US Equity 0.0024229131 -2.274600e-05 1.427171e-03 4.514732e-03
DBD US Equity 0.0044715423 1.976560e-03 1.355980e-03 3.023915e-03
DDD US Equity 0.0020526824 3.605453e-03 2.547164e-03 4.330175e-03
DIN US Equity 0.0091667182 4.695260e-03 -4.854038e-06 2.492789e-03
DIOD US Equity 0.0035099302 4.506253e-03 1.940146e-03 3.645628e-03
DXLG US Equity 0.0112121024 4.370918e-03 -5.380806e-04 1.847225e-02
DXR US Equity -0.0008048751 -8.281095e-04 3.692940e-05 -1.427050e-03
EGY US Equity 0.0024649663 1.816261e-03 -1.297557e-03 -4.440829e-05
ENZ US Equity 0.0040752987 2.078429e-03 2.002018e-03 -8.376490e-04
FBP US Equity 0.0017355144 4.540971e-03 3.356411e-03 3.437809e-03
FMCC US Equity 0.0011626083 2.267643e-03 1.197107e-03 4.112577e-03
FNMA US Equity 0.0011648576 1.255101e-03 1.410311e-03 3.326763e-03
FOSL US Equity 0.0022529378 2.454200e-03 2.799004e-03 4.782104e-03
GHM US Equity 0.0033590871 6.265544e-04 1.733648e-03 4.068087e-03
GIII US Equity 0.0062575652 3.283453e-03 2.703349e-03 1.316881e-02
GLT US Equity 0.0042033318 1.925161e-03 8.231321e-04 3.774237e-03
GLW US Equity 0.0031171290 3.390904e-03 1.563512e-03 4.393286e-03
GSS US Equity 0.0025481595 3.951141e-03 4.443639e-04 -3.855331e-04
HOV US Equity 0.0057474975 8.153384e-03 1.484009e-03 7.292727e-03
IBAL US Equity 0.0056694664 1.661095e-03 -6.244642e-04 -1.599197e-03
IBCP US Equity 0.0023534546 3.700864e-03 1.763520e-03 4.057749e-03
ICUI US Equity 0.0021141928 1.513723e-03 1.877514e-03 2.258076e-03
IEC US Equity 0.0002759332 -3.948055e-04 -1.415641e-03 -2.348221e-03
IHT US Equity 0.0002140863 -8.466526e-04 -9.216066e-04 3.486494e-03
IMCI US Equity 0.0028484067 1.636142e-03 2.100119e-03 -4.962915e-03
IMGN US Equity 0.0078337055 2.622674e-03 1.538559e-03 2.948108e-03
INT US Equity 0.0032163863 1.174707e-03 1.839743e-03 2.858936e-03
KBAL US Equity 0.0013779394 3.760064e-03 2.315945e-03 3.502538e-03
LEE US Equity 0.0040161566 1.147576e-03 1.542305e-03 4.065489e-03
LRCX US Equity 0.0039945049 2.729893e-03 4.869305e-04 1.111994e-03
LXU US Equity 0.0070529851 4.433135e-05 1.566204e-03 3.585479e-03
MBI US Equity 0.0038260770 1.796936e-03 2.075994e-03 3.831710e-03
MERC US Equity 0.0026262242 2.289577e-03 6.650859e-04 4.540879e-03
MGIC US Equity 0.0051327406 -3.927943e-04 -1.050231e-03 5.428279e-03
MGM US Equity 0.0086072525 4.765906e-03 3.389212e-04 5.718614e-03
MNST US Equity 0.0019925078 2.263667e-03 9.813410e-05 2.312968e-03
MTW US Equity 0.0027671168 3.609199e-03 1.748896e-03 5.121819e-03
MTZ US Equity 0.0017398886 7.232397e-03 2.686394e-03 5.593405e-03
MUX US Equity 0.0003692412 4.523704e-03 -2.042921e-03 6.818818e-03
NAVB US Equity 0.0017307694 -7.412615e-04 -8.898831e-04 -1.675749e-03
NC US Equity 0.0058484870 2.870988e-03 1.814950e-03 1.213842e-03
NIMU US Equity 0.0090302734 1.189151e-03 -4.306506e-03 7.918984e-03
NROM US Equity 0.0055173837 1.498089e-03 -1.041378e-03 1.247862e-03
NTZ US Equity 0.0026879999 4.455973e-03 -1.862651e-04 4.417349e-03
OFG US Equity 0.0081062738 4.966349e-03 1.763703e-03 1.105438e-03
OII US Equity 0.0049466781 3.953858e-03 1.681855e-03 8.329914e-03
OLP US Equity 0.0070939420 2.234721e-03 3.972722e-04 1.592146e-03
ORBT US Equity 0.0078319731 3.904964e-03 6.315810e-04 -1.527918e-03
OSUR US Equity 0.0046132166 2.692535e-03 1.662208e-03 1.606573e-03
PARD US Equity 0.0114701628 1.160975e-03 -1.054985e-03 4.972146e-03
PATK US Equity 0.0022056375 3.586311e-03 3.963733e-04 3.804168e-03
PDCE US Equity 0.0036511356 4.536191e-03 6.277530e-04 2.330514e-03
PLAB US Equity -0.0009051871 1.790190e-02 5.564201e-03 4.468189e-03
PLXS US Equity 0.0032861645 2.392541e-03 1.986482e-04 5.566882e-03
QUMU US Equity -0.0005977079 1.584994e-03 1.240770e-03 1.257514e-03
RDN US Equity 0.0047608582 5.955837e-03 3.875412e-03 3.371301e-03
REGN US Equity 0.0076633412 2.895846e-03 4.545097e-04 -9.106387e-04
RELV US Equity -0.0040736020 9.329218e-04 7.594119e-04 -5.482468e-03
RGEN US Equity 0.0075013323 1.589680e-03 -1.557593e-03 -3.044986e-03
RGS US Equity 0.0042316251 4.432093e-03 2.016898e-03 3.559905e-03
RIG US Equity 0.0042986983 1.030381e-03 2.140240e-03 4.957994e-03
RRC US Equity 0.0030471522 1.337421e-03 1.694870e-04 9.326818e-04
SCI US Equity 0.0034803139 1.521590e-03 -6.800739e-05 5.727374e-04
SIF US Equity 0.0064966166 3.793352e-03 1.632014e-03 5.004090e-03
SKY US Equity 0.0038068332 2.262576e-03 1.261618e-03 1.968458e-03
SLGD US Equity 0.0024874500 2.512642e-03 -1.332908e-03 -1.148079e-03
SM US Equity 0.0096620808 4.333768e-03 2.256810e-03 4.297585e-03
SMG US Equity 0.0030003389 1.797067e-03 1.513244e-03 3.376973e-03
SODI US Equity 0.0046191577 7.508847e-04 1.198243e-03 -6.578088e-03
SSY US Equity 0.0363202140 -4.113537e-04 -1.077823e-03 -5.628549e-04
STC US Equity -0.0004113537 1.500424e-02 2.665866e-03 3.422073e-03
STFC US Equity -0.0010778232 2.665866e-03 7.080722e-03 2.204720e-03
STRL US Equity -0.0005628549 3.422073e-03 2.204720e-03 4.480401e-02
SUP US Equity 0.0034710736 2.191918e-03 3.632762e-03 5.720030e-03
TGB US Equity 0.0039715097 2.520331e-03 -1.834266e-03 7.895967e-03
THC US Equity 0.0037222964 2.680633e-03 1.712076e-04 1.895960e-03
THRM US Equity 0.0064755228 1.300855e-03 1.105777e-03 -1.985725e-03
TISI US Equity 0.0052192191 1.482452e-03 2.337714e-03 4.133907e-03
TREC US Equity 0.0023456249 3.977543e-03 7.330415e-04 2.148044e-03
TRIB US Equity 0.0062333996 2.256986e-03 -1.244480e-03 1.188912e-03
TTI US Equity 0.0073857779 4.201570e-03 -7.446391e-05 4.564459e-03
USAK US Equity 0.0028701679 3.530361e-04 7.407106e-04 3.079117e-03
UTMD US Equity -0.0003595181 2.745131e-04 8.101071e-04 1.090392e-03
UUU US Equity 0.0050170394 4.968777e-03 -5.681251e-05 6.860138e-03
VASO US Equity 0.0019950440 1.844263e-03 -1.132015e-03 1.433239e-03
VGR US Equity 0.0001008016 4.197501e-04 1.203897e-03 5.864312e-03
VGZ US Equity -0.0006702190 -5.874551e-04 -1.508347e-03 -2.395651e-03
VHI US Equity 0.0022537043 2.148676e-04 1.151142e-03 3.380233e-03
VSEC US Equity 0.0014662970 1.922556e-03 1.898107e-04 7.471900e-03
WDC US Equity 0.0013113285 2.072040e-03 -9.462533e-05 3.852559e-03
WNC US Equity 0.0092626619 2.762717e-03 2.109942e-03 3.261415e-03
WTT US Equity 0.0105102949 1.580645e-03 -2.310029e-03 7.054531e-04
ZIXI US Equity 0.0037789504 1.979028e-03 -1.499138e-03 -1.695120e-03
SUP US Equity TGB US Equity THC US Equity THRM US Equity
AIG US Equity 7.120275e-03 1.118785e-02 8.083067e-03 -0.0001601663
ALKS US Equity 2.907129e-03 4.367895e-03 -1.933962e-03 0.0190930278
AMSC US Equity 8.205959e-03 1.344962e-02 4.495205e-03 0.0192539023
AMSWA US Equity 4.888821e-03 7.478263e-03 2.147612e-03 0.0130482493
ANDR US Equity 9.186794e-04 1.077140e-02 -1.320421e-03 0.0112566664
APA US Equity 1.700314e-02 1.084990e-02 1.067014e-02 0.0055401326
ARCB US Equity 1.030523e-02 7.214984e-03 6.423295e-03 0.0032875002
ASYS US Equity 8.266124e-03 1.361147e-02 6.297507e-03 0.0134633907
AXR US Equity 2.359452e-03 5.068101e-03 4.220356e-03 0.0049968007
AZZ US Equity 9.192657e-03 8.025816e-03 4.210333e-03 0.0028228006
BBBY US Equity 8.204961e-03 7.632673e-03 5.941631e-03 0.0031849038
BIIB US Equity 3.513945e-04 3.025150e-03 7.272207e-04 0.0050566832
BOOM US Equity 8.686110e-03 1.008863e-02 7.986661e-03 0.0074462116
BPT US Equity 1.277401e-02 3.485341e-03 1.813030e-03 0.0018292427
BRN US Equity 8.339966e-03 8.090812e-03 3.581269e-03 0.0020272871
BXMT US Equity 6.303270e-03 6.808389e-03 9.266542e-03 0.0023023851
CCK US Equity 2.231360e-03 7.979506e-03 3.469831e-03 0.0002450221
CHCR US Equity 7.703610e-03 2.815566e-03 5.084879e-04 0.0059196386
CLDX US Equity 1.607485e-02 1.061808e-02 6.975501e-04 0.0199630997
CLH US Equity 8.256249e-03 9.338268e-05 4.395804e-03 0.0083887801
CRK US Equity 5.000999e-03 6.987713e-03 6.387205e-03 0.0027569598
CVA US Equity 9.183378e-03 6.254930e-03 4.795943e-03 0.0040837227
CVM US Equity 5.178423e-03 1.027639e-02 2.377571e-03 0.0243042123
CVU US Equity 1.053703e-02 9.046057e-03 4.481682e-03 0.0015184579
DBD US Equity 1.273472e-02 7.554459e-03 9.338595e-03 0.0052449684
DDD US Equity 1.515837e-02 1.082209e-02 5.905334e-03 0.0095770182
DIN US Equity 9.814540e-03 5.939913e-03 1.024854e-02 0.0075273579
DIOD US Equity 7.556512e-03 9.850288e-03 5.310538e-03 0.0132896494
DXLG US Equity 1.594281e-02 1.262380e-02 8.573325e-03 0.0029352791
DXR US Equity -2.606619e-03 1.260481e-03 -8.681101e-04 0.0008900833
EGY US Equity 1.859421e-02 8.865322e-03 8.093894e-03 0.0025776686
ENZ US Equity 4.328936e-03 8.413549e-03 4.013353e-03 0.0072764870
FBP US Equity 8.468393e-03 6.400043e-03 8.286165e-03 0.0018506003
FMCC US Equity 1.100394e-02 1.694499e-02 6.982647e-03 0.0028314239
FNMA US Equity 1.085238e-02 1.584330e-02 5.978901e-03 0.0034515667
FOSL US Equity 1.858504e-02 1.036968e-02 6.134561e-03 0.0098789378
GHM US Equity 6.454505e-03 6.547183e-03 5.758355e-03 0.0029506297
GIII US Equity 1.688168e-02 1.233979e-02 7.696374e-03 0.0067554693
GLT US Equity 6.029301e-03 6.422151e-03 4.451026e-03 0.0052631329
GLW US Equity 5.729318e-03 8.882957e-03 3.581650e-03 0.0083699860
GSS US Equity 1.328581e-03 1.163044e-02 1.020677e-04 0.0127679435
HOV US Equity 1.289085e-02 1.181413e-02 8.248583e-03 0.0080327662
IBAL US Equity 8.764408e-04 4.822948e-03 3.085128e-03 0.0020165913
IBCP US Equity 5.252379e-03 5.109382e-03 4.111412e-03 0.0009908166
ICUI US Equity 2.977438e-03 1.564340e-03 2.439055e-03 0.0014673956
IEC US Equity 4.144228e-03 1.571230e-02 6.513435e-03 0.0135044150
IHT US Equity 9.809025e-03 8.062887e-03 2.948756e-03 0.0019996904
IMCI US Equity -1.600123e-03 7.596986e-03 5.454740e-03 0.0203631263
IMGN US Equity 4.762224e-03 6.932527e-03 6.912607e-03 0.0171140562
INT US Equity 7.775415e-03 5.783845e-03 2.863652e-03 0.0053707264
KBAL US Equity 4.076295e-03 3.611928e-03 1.622823e-03 0.0042705518
LEE US Equity 9.245752e-03 8.480333e-03 9.464069e-03 0.0043289910
LRCX US Equity 8.490787e-03 1.155458e-02 3.772533e-03 0.0135764757
LXU US Equity 6.688329e-03 1.579581e-02 5.800159e-03 0.0076460397
MBI US Equity 7.265900e-03 7.920387e-03 5.646772e-03 0.0014600639
MERC US Equity 6.235664e-03 1.206353e-02 7.590908e-03 0.0043562002
MGIC US Equity 7.493503e-03 7.498211e-03 1.737819e-03 0.0075994529
MGM US Equity 1.293166e-02 8.607147e-03 1.733385e-02 0.0117336651
MNST US Equity 3.172385e-03 3.137453e-03 1.402746e-03 0.0008245678
MTW US Equity 1.355384e-02 1.494420e-02 1.095336e-02 0.0078454160
MTZ US Equity 8.305723e-03 8.391798e-03 3.164784e-03 0.0081988365
MUX US Equity 2.481098e-03 1.241033e-02 3.870934e-03 0.0047116209
NAVB US Equity 5.576137e-03 7.028161e-03 2.301604e-03 0.0211016492
NC US Equity 1.025362e-02 8.351956e-03 6.426280e-03 0.0022589741
NIMU US Equity 3.216738e-03 3.465844e-03 -4.291141e-03 0.0311426976
NROM US Equity 1.493334e-03 9.702958e-03 2.118568e-03 0.0071174097
NTZ US Equity 1.221727e-02 9.698034e-03 8.932094e-03 0.0046951224
OFG US Equity 8.360027e-03 8.888607e-03 7.440175e-03 0.0068516864
OII US Equity 1.665482e-02 1.138539e-02 6.522275e-03 0.0070927492
OLP US Equity 5.983365e-03 5.867795e-03 5.108051e-03 0.0030235298
ORBT US Equity 1.710870e-03 8.861334e-03 3.036645e-03 0.0076296058
OSUR US Equity -8.817693e-04 6.123984e-03 2.650956e-03 0.0063710760
PARD US Equity 9.307334e-05 7.912670e-03 -2.983943e-03 0.0365766853
PATK US Equity 7.045316e-03 1.009625e-02 4.391071e-03 0.0067603736
PDCE US Equity 1.311314e-02 1.335461e-02 9.681471e-03 0.0045950220
PLAB US Equity 6.815176e-03 3.697916e-03 6.305446e-03 0.0106301559
PLXS US Equity 6.337054e-03 1.045314e-02 8.143656e-03 0.0080263487
QUMU US Equity 4.593866e-03 8.999000e-03 4.227082e-03 0.0064765416
RDN US Equity 6.156120e-03 7.249253e-03 9.393596e-03 0.0019662245
REGN US Equity -1.104031e-03 9.294085e-04 -2.810227e-03 0.0347361276
RELV US Equity 1.873981e-03 2.563780e-03 7.246893e-04 0.0034440563
RGEN US Equity 1.602833e-04 4.033790e-03 -8.896997e-04 0.0234192121
RGS US Equity 1.243575e-02 5.545233e-03 6.797833e-03 0.0004367291
RIG US Equity 3.293354e-02 1.133778e-02 7.335559e-03 0.0054603614
RRC US Equity 8.577727e-03 9.400826e-03 7.113976e-03 0.0022538124
SCI US Equity 3.870981e-03 8.770352e-03 4.320221e-03 0.0043244364
SIF US Equity 3.668977e-03 1.245868e-02 4.917827e-03 0.0057390540
SKY US Equity 7.621778e-03 6.216434e-03 6.831250e-03 0.0037726631
SLGD US Equity 1.450412e-03 4.473316e-03 5.583356e-03 0.0100979166
SM US Equity 3.221092e-02 1.365602e-02 1.302020e-02 0.0075003979
SMG US Equity 4.855653e-03 4.825284e-03 2.520552e-03 0.0027289729
SODI US Equity -2.058520e-03 5.653520e-03 3.115654e-03 0.0105281012
SSY US Equity 3.471074e-03 3.971510e-03 3.722296e-03 0.0064755228
STC US Equity 2.191918e-03 2.520331e-03 2.680633e-03 0.0013008545
STFC US Equity 3.632762e-03 -1.834266e-03 1.712076e-04 0.0011057770
STRL US Equity 5.720030e-03 7.895967e-03 1.895960e-03 -0.0019857253
SUP US Equity 5.703610e-02 4.195730e-03 9.498394e-03 0.0079490247
TGB US Equity 4.195730e-03 4.616167e-02 8.002083e-03 0.0046091459
THC US Equity 9.498394e-03 8.002083e-03 2.636595e-02 0.0011549494
THRM US Equity 7.949025e-03 4.609146e-03 1.154949e-03 0.0662624386
TISI US Equity 1.409459e-02 6.756668e-03 6.568551e-03 0.0057609818
TREC US Equity 2.809135e-03 4.716366e-03 5.388295e-03 0.0110176183
TRIB US Equity 1.582447e-02 8.373562e-03 5.031949e-03 0.0185576303
TTI US Equity 2.011223e-02 1.240315e-02 1.174042e-02 0.0110415198
USAK US Equity 4.565212e-03 4.769905e-03 6.755407e-03 0.0048876486
UTMD US Equity 2.000435e-03 1.488286e-03 6.696669e-05 0.0041827547
UUU US Equity 3.334002e-03 1.187232e-02 4.307131e-03 0.0131436215
VASO US Equity 1.809761e-02 1.147195e-02 1.559415e-02 0.0201917653
VGR US Equity 5.387279e-03 7.291450e-03 3.412051e-03 0.0032490378
VGZ US Equity -8.642127e-05 1.368229e-02 3.705610e-03 0.0026470525
VHI US Equity 6.174292e-03 8.150812e-03 3.410210e-03 0.0028985684
VSEC US Equity 5.942185e-03 9.562625e-03 3.426865e-03 0.0017412091
WDC US Equity 9.122083e-03 1.098794e-02 6.639091e-03 0.0034450387
WNC US Equity 9.320327e-03 9.919809e-03 7.257764e-03 0.0063594718
WTT US Equity 6.421733e-03 6.808477e-03 4.063820e-03 0.0208631799
ZIXI US Equity 4.061484e-03 1.182469e-02 5.232159e-03 0.0107478856
TISI US Equity TREC US Equity TRIB US Equity TTI US Equity
AIG US Equity 0.0048955466 4.212399e-03 0.0048239970 1.073196e-02
ALKS US Equity 0.0032938863 8.117625e-03 0.0135579809 3.820899e-03
AMSC US Equity 0.0069946966 5.662234e-03 0.0161498775 7.871947e-03
AMSWA US Equity 0.0009012340 6.383484e-03 0.0079170104 5.597038e-03
ANDR US Equity 0.0037671643 1.751508e-03 0.0076348895 3.756706e-03
APA US Equity 0.0063469111 1.852706e-03 0.0099099089 1.937151e-02
ARCB US Equity 0.0054828675 4.722260e-04 0.0041470896 8.727746e-03
ASYS US Equity 0.0051001733 2.948657e-03 0.0067271170 7.364485e-03
AXR US Equity 0.0046968815 6.469022e-03 0.0010493683 6.654623e-03
AZZ US Equity 0.0060559691 8.913961e-03 0.0062793901 9.240546e-03
BBBY US Equity 0.0086256765 3.891229e-03 0.0049028731 9.573454e-03
BIIB US Equity -0.0004087667 2.787802e-03 0.0019889667 4.504289e-04
BOOM US Equity 0.0086957715 3.062147e-02 0.0084421830 1.196343e-02
BPT US Equity 0.0007707257 3.979434e-03 0.0024226627 7.064100e-03
BRN US Equity 0.0021746276 1.795714e-03 0.0056544641 1.014607e-02
BXMT US Equity 0.0061077857 1.768821e-03 0.0034825604 9.004030e-03
CCK US Equity 0.0021354249 2.652739e-03 0.0032768258 3.778584e-03
CHCR US Equity -0.0004126713 1.430710e-02 0.0085162191 4.234418e-03
CLDX US Equity 0.0071605428 3.261587e-03 0.0317163496 2.154641e-02
CLH US Equity 0.0055616577 6.787739e-03 0.0058253656 5.825410e-03
CRK US Equity 0.0082127636 2.179392e-03 0.0044670312 1.890779e-02
CVA US Equity 0.0068525327 -8.451182e-04 0.0094597988 7.298822e-03
CVM US Equity 0.0046213374 1.978698e-02 0.0182185216 8.515716e-03
CVU US Equity 0.0051751359 -1.328828e-04 0.0095800093 7.056402e-03
DBD US Equity 0.0059222166 4.124806e-03 0.0090998122 1.101668e-02
DDD US Equity 0.0053689505 5.214108e-03 0.0093001494 1.030030e-02
DIN US Equity 0.0053612660 3.567997e-03 0.0099573858 1.274739e-02
DIOD US Equity 0.0011630701 1.852474e-03 0.0068649192 9.488319e-03
DXLG US Equity 0.0099047347 6.936585e-03 0.0092208053 1.582448e-02
DXR US Equity -0.0010464996 4.564043e-03 0.0012288074 5.194352e-04
EGY US Equity 0.0100244524 1.206001e-02 0.0059110362 1.406888e-02
ENZ US Equity 0.0007639029 -5.341909e-04 0.0055972181 5.809306e-03
FBP US Equity 0.0044089387 1.350771e-03 0.0028297094 6.417612e-03
FMCC US Equity 0.0076135980 5.589868e-03 0.0054362482 1.137463e-02
FNMA US Equity 0.0071037071 4.702996e-03 0.0052033335 1.109342e-02
FOSL US Equity 0.0081330811 6.539520e-03 0.0088583797 9.594031e-03
GHM US Equity 0.0062391464 6.373065e-03 0.0047131197 6.614772e-03
GIII US Equity 0.0072793148 6.480504e-03 0.0086853416 1.214809e-02
GLT US Equity 0.0038216459 5.120571e-03 0.0046271874 5.009209e-03
GLW US Equity -0.0002416713 4.080015e-03 0.0068347955 6.736987e-03
GSS US Equity 0.0010667117 9.182031e-03 0.0035477758 4.894785e-03
HOV US Equity 0.0044685339 5.440312e-03 0.0061237106 1.429160e-02
IBAL US Equity 0.0018187088 5.849229e-03 0.0011801839 5.110084e-03
IBCP US Equity 0.0026379226 2.513700e-03 0.0024705571 4.007930e-03
ICUI US Equity 0.0027308096 5.162129e-03 0.0010944219 1.925818e-03
IEC US Equity 0.0019483844 1.504384e-02 0.0111892792 9.520996e-03
IHT US Equity -0.0003844077 6.165745e-03 0.0012647081 5.703737e-03
IMCI US Equity -0.0009862071 2.293593e-02 0.0115496133 3.264131e-03
IMGN US Equity 0.0017430676 4.439714e-03 0.0131696172 5.376367e-03
INT US Equity 0.0049176414 6.961902e-03 0.0052682683 6.209090e-03
KBAL US Equity 0.0033310909 5.533336e-03 0.0023431274 4.250456e-03
LEE US Equity 0.0031455032 -9.282868e-05 0.0018120848 3.580471e-03
LRCX US Equity 0.0015009039 3.041369e-03 0.0102969041 9.919133e-03
LXU US Equity 0.0118466741 2.357078e-03 0.0061160865 6.920536e-03
MBI US Equity 0.0029898809 2.168172e-03 0.0027581854 8.163346e-03
MERC US Equity 0.0094319140 2.802741e-03 0.0034754877 9.900767e-03
MGIC US Equity 0.0012466138 5.047099e-03 0.0094926660 5.668456e-03
MGM US Equity 0.0091326421 4.592018e-03 0.0096427643 1.789379e-02
MNST US Equity 0.0042389897 8.160926e-03 0.0042421119 4.136096e-03
MTW US Equity 0.0069506926 4.798147e-03 0.0080124605 1.464304e-02
MTZ US Equity 0.0068473660 8.166066e-03 0.0068675497 1.014522e-02
MUX US Equity 0.0011486143 1.781313e-02 0.0079969352 1.018430e-02
NAVB US Equity 0.0016684493 1.223935e-03 0.0160730866 9.984864e-03
NC US Equity 0.0059628464 3.574551e-03 0.0041392992 1.044766e-02
NIMU US Equity 0.0042373545 3.394071e-02 0.0221417184 3.843073e-03
NROM US Equity 0.0037927852 6.412083e-04 0.0052622430 6.457937e-03
NTZ US Equity 0.0045259718 6.921255e-04 0.0062141502 1.215808e-02
OFG US Equity 0.0028627930 4.537424e-03 0.0073116848 9.256359e-03
OII US Equity 0.0051118357 5.449714e-03 0.0094826362 1.737441e-02
OLP US Equity 0.0035273719 1.898142e-03 0.0035011323 6.381581e-03
ORBT US Equity 0.0002003505 5.100359e-03 0.0084372620 6.696165e-03
OSUR US Equity 0.0007154527 2.163225e-03 0.0056158321 2.499859e-03
PARD US Equity 0.0011166960 1.998855e-03 0.0276853683 4.110670e-03
PATK US Equity 0.0052627559 5.426541e-03 0.0083320931 7.554382e-03
PDCE US Equity 0.0069073517 5.790343e-03 0.0103105325 1.804016e-02
PLAB US Equity 0.0019482527 1.245877e-02 0.0094164510 1.437484e-02
PLXS US Equity 0.0050586359 8.648241e-03 0.0078203157 1.005871e-02
QUMU US Equity 0.0026658704 6.347334e-03 0.0065837723 7.285189e-03
RDN US Equity 0.0052467197 5.532726e-03 -0.0010440509 7.504214e-03
REGN US Equity 0.0028436019 1.905110e-03 0.0163996527 9.819949e-04
RELV US Equity 0.0025417893 -5.579592e-03 0.0045714868 1.028980e-03
RGEN US Equity -0.0020456326 3.214169e-03 0.0151454336 7.654488e-04
RGS US Equity 0.0095403835 5.958602e-03 0.0039664152 6.672349e-03
RIG US Equity 0.0096247190 3.504713e-03 0.0124287513 1.903594e-02
RRC US Equity 0.0053983188 3.391602e-03 0.0044134930 1.420916e-02
SCI US Equity 0.0025467332 4.581465e-03 0.0044734860 6.247589e-03
SIF US Equity 0.0070797947 5.926752e-03 0.0032055303 8.229394e-03
SKY US Equity 0.0031148398 2.795866e-03 0.0050811879 6.075689e-03
SLGD US Equity 0.0048417598 2.137523e-03 0.0053692938 7.390330e-03
SM US Equity 0.0111376623 6.034550e-03 0.0154687548 2.429504e-02
SMG US Equity 0.0002728747 3.197872e-04 0.0027377260 3.471239e-03
SODI US Equity 0.0043445850 2.302453e-02 0.0101946309 -1.926540e-03
SSY US Equity 0.0052192191 2.345625e-03 0.0062333996 7.385778e-03
STC US Equity 0.0014824517 3.977543e-03 0.0022569865 4.201570e-03
STFC US Equity 0.0023377141 7.330415e-04 -0.0012444797 -7.446391e-05
STRL US Equity 0.0041339066 2.148044e-03 0.0011889124 4.564459e-03
SUP US Equity 0.0140945892 2.809135e-03 0.0158244656 2.011223e-02
TGB US Equity 0.0067566677 4.716366e-03 0.0083735621 1.240315e-02
THC US Equity 0.0065685512 5.388295e-03 0.0050319487 1.174042e-02
THRM US Equity 0.0057609818 1.101762e-02 0.0185576303 1.104152e-02
TISI US Equity 0.0353399636 7.920054e-03 0.0057030722 1.011769e-02
TREC US Equity 0.0079200541 1.194779e-01 0.0081853289 4.034744e-03
TRIB US Equity 0.0057030722 8.185329e-03 0.0340997130 1.262944e-02
TTI US Equity 0.0101176933 4.034744e-03 0.0126294413 3.442030e-02
USAK US Equity 0.0007361807 2.142067e-03 0.0032591575 6.363406e-03
UTMD US Equity 0.0014675091 1.076211e-03 0.0015513092 3.573234e-04
UUU US Equity 0.0013904547 -3.594575e-04 0.0090442080 9.362669e-03
VASO US Equity 0.0086195579 1.266148e-02 0.0161439122 1.740331e-02
VGR US Equity 0.0036044417 1.784562e-03 0.0010198532 3.911152e-03
VGZ US Equity 0.0016051306 -6.202268e-04 0.0007637878 5.764519e-03
VHI US Equity 0.0041964438 6.109946e-03 0.0040256352 6.024246e-03
VSEC US Equity 0.0040139400 1.117887e-03 0.0039045889 5.068678e-03
WDC US Equity 0.0023436436 5.472567e-03 0.0069900692 1.042173e-02
WNC US Equity 0.0049034175 2.291842e-03 0.0028906052 1.109853e-02
WTT US Equity 0.0047705962 5.561638e-03 0.0134899174 8.748597e-03
ZIXI US Equity 0.0070803381 -3.644526e-03 0.0096895677 8.456935e-03
USAK US Equity UTMD US Equity UUU US Equity VASO US Equity
AIG US Equity 1.835494e-03 -3.512700e-04 5.356297e-03 0.0063971531
ALKS US Equity 2.898743e-03 2.187464e-03 1.187665e-02 0.0026917444
AMSC US Equity 2.392442e-03 8.623792e-04 1.571405e-02 0.0111410345
AMSWA US Equity 2.177924e-03 1.819620e-03 7.569779e-03 0.0114734180
ANDR US Equity 4.549660e-03 1.593098e-03 1.036208e-02 0.0018392930
APA US Equity 7.087929e-03 -5.119900e-04 1.053041e-02 0.0176789720
ARCB US Equity 6.242641e-03 2.236167e-03 3.147005e-03 0.0041095891
ASYS US Equity 5.371995e-03 4.394511e-03 1.181470e-02 0.0114226666
AXR US Equity 1.250834e-03 1.228232e-03 7.064447e-03 0.0053088491
AZZ US Equity 2.012062e-03 1.422893e-03 3.482167e-03 0.0072898206
BBBY US Equity 1.723460e-03 9.044741e-04 7.426064e-03 0.0068472383
BIIB US Equity 6.065600e-04 1.114868e-03 2.819090e-03 0.0007513822
BOOM US Equity 2.498884e-03 5.156203e-03 8.184184e-03 0.0177099595
BPT US Equity -7.967762e-05 -4.706443e-04 6.996209e-04 0.0084514029
BRN US Equity 2.784012e-03 7.924965e-04 4.834643e-03 0.0039050620
BXMT US Equity 1.732615e-03 -4.597763e-04 4.596397e-03 0.0116768630
CCK US Equity 4.700592e-03 2.817749e-03 4.419397e-03 0.0046877448
CHCR US Equity 1.306762e-03 2.059330e-03 4.105688e-03 0.0069754995
CLDX US Equity 1.172713e-02 1.690488e-03 1.671828e-02 0.0191322882
CLH US Equity 2.023406e-03 1.152044e-03 -3.918476e-04 0.0104411191
CRK US Equity -1.207331e-03 3.299627e-04 2.905027e-04 0.0093583338
CVA US Equity 2.031132e-03 1.883052e-03 3.659383e-03 0.0069506411
CVM US Equity 3.007567e-03 1.399700e-03 7.677362e-03 0.0230280932
CVU US Equity 4.258530e-03 1.329694e-03 7.461203e-03 0.0104935658
DBD US Equity 3.277313e-03 4.470692e-04 8.372993e-03 0.0064867918
DDD US Equity 2.185565e-03 2.556867e-03 6.877353e-03 0.0108609722
DIN US Equity 5.348598e-03 4.114737e-04 6.149667e-03 0.0176728680
DIOD US Equity 2.163933e-03 1.506468e-03 6.312276e-03 0.0117790359
DXLG US Equity 4.780360e-03 1.508000e-04 -6.686366e-04 0.0115893714
DXR US Equity 8.594026e-04 8.899349e-04 3.954674e-03 0.0025530252
EGY US Equity -5.314779e-04 -7.284986e-04 -4.218473e-05 0.0066111031
ENZ US Equity 2.356078e-03 2.430566e-03 4.803215e-03 0.0078171638
FBP US Equity 3.947459e-03 4.463598e-04 3.071461e-03 0.0045975115
FMCC US Equity 3.447761e-03 1.368629e-03 1.449162e-03 0.0086479029
FNMA US Equity 3.275466e-03 1.075622e-03 1.918290e-03 0.0086815371
FOSL US Equity 3.341818e-03 9.947734e-04 5.763961e-03 0.0077679193
GHM US Equity 2.839012e-03 7.777131e-04 3.519694e-03 0.0079122805
GIII US Equity 6.101984e-03 3.874198e-04 2.253527e-03 0.0135705738
GLT US Equity 2.359761e-03 1.830558e-03 2.873020e-03 0.0056643901
GLW US Equity 2.783756e-03 1.689545e-03 7.826277e-03 0.0071082744
GSS US Equity -9.284278e-04 4.959859e-04 2.773129e-03 0.0025635678
HOV US Equity 7.431794e-03 8.637316e-04 4.722158e-03 0.0132893321
IBAL US Equity 4.585676e-04 -1.965801e-04 5.963835e-04 0.0057113994
IBCP US Equity 2.919765e-03 1.197656e-03 2.717438e-03 0.0057681193
ICUI US Equity 1.130721e-03 1.348774e-03 1.655510e-04 0.0044146063
IEC US Equity 4.742349e-03 2.504703e-03 8.881782e-03 0.0236037520
IHT US Equity 2.844952e-03 -1.499833e-04 1.257164e-03 0.0026428760
IMCI US Equity 6.172867e-03 2.412277e-03 1.132481e-02 0.0103489717
IMGN US Equity 7.517191e-03 3.689306e-03 1.384965e-02 0.0085593842
INT US Equity 1.947767e-03 2.307524e-03 4.075810e-03 0.0069957847
KBAL US Equity 1.647900e-03 1.537701e-03 4.272495e-03 -0.0002985537
LEE US Equity 1.421192e-03 1.242132e-03 3.114059e-03 0.0094701233
LRCX US Equity 2.615329e-03 2.627714e-03 8.405359e-03 0.0097288508
LXU US Equity 5.580646e-03 1.242015e-03 6.553424e-03 0.0061656483
MBI US Equity 5.801031e-03 8.859684e-04 3.724478e-03 0.0078977945
MERC US Equity 1.877157e-03 1.615512e-03 7.284996e-03 0.0100132144
MGIC US Equity 1.727047e-03 1.399769e-03 4.791787e-03 0.0077122900
MGM US Equity 5.386072e-03 7.699499e-04 6.336965e-03 0.0289656205
MNST US Equity 1.153664e-03 9.182080e-05 2.195083e-03 0.0019046123
MTW US Equity 5.201198e-03 1.674176e-03 4.630411e-03 0.0111634849
MTZ US Equity 1.608182e-03 2.470113e-03 5.987806e-03 0.0106096861
MUX US Equity -2.808137e-03 -7.280513e-04 1.962138e-03 0.0072851443
NAVB US Equity 3.516610e-03 1.877564e-03 1.141774e-02 0.0142553850
NC US Equity 2.079034e-03 1.811352e-03 3.166944e-03 0.0088146749
NIMU US Equity -2.518084e-03 2.162304e-03 6.179231e-03 0.0178606387
NROM US Equity 2.727624e-03 6.557462e-04 7.522037e-03 0.0071843802
NTZ US Equity 4.806770e-03 4.427566e-04 1.195989e-02 0.0097876192
OFG US Equity 2.883866e-03 5.305145e-04 2.551987e-03 0.0100750589
OII US Equity 4.402016e-03 1.352375e-03 6.000639e-03 0.0131856868
OLP US Equity 2.878964e-03 7.165504e-04 4.151658e-03 0.0037131062
ORBT US Equity 3.788727e-03 2.281963e-03 8.907365e-03 0.0109182089
OSUR US Equity 3.170897e-03 3.052533e-03 8.642122e-03 0.0082467612
PARD US Equity -1.461765e-03 1.417399e-03 2.410313e-02 0.0182751495
PATK US Equity 4.559673e-03 1.856005e-03 3.819165e-03 0.0081768195
PDCE US Equity 5.857687e-03 1.013028e-03 8.948165e-03 0.0154647513
PLAB US Equity 2.923980e-03 5.225579e-04 1.227774e-02 0.0127571381
PLXS US Equity 4.237575e-03 2.487487e-03 8.273102e-03 0.0124856014
QUMU US Equity 4.379326e-03 1.445130e-03 1.122420e-02 0.0104227263
RDN US Equity 4.851506e-03 1.004959e-03 4.992102e-03 0.0003904354
REGN US Equity 2.990057e-04 2.350429e-03 2.087022e-02 0.0015792980
RELV US Equity -8.541354e-04 1.161347e-03 -1.501009e-03 0.0077485793
RGEN US Equity 8.944454e-04 1.846576e-03 1.498130e-02 0.0029828597
RGS US Equity 6.639392e-03 6.192513e-04 7.944743e-03 0.0113981287
RIG US Equity 3.083071e-03 1.432195e-03 5.852532e-03 0.0142454882
RRC US Equity 2.816816e-03 6.153581e-04 4.151770e-03 0.0098877133
SCI US Equity 3.100446e-03 2.407833e-03 2.554647e-03 0.0067896974
SIF US Equity 3.314791e-03 9.383408e-04 1.040431e-02 0.0117002444
SKY US Equity 5.331254e-03 2.204525e-03 3.397873e-03 0.0054766438
SLGD US Equity 2.862266e-03 -4.431924e-04 -2.265251e-03 0.0111766761
SM US Equity 7.553570e-03 3.152994e-05 1.114520e-02 0.0268582192
SMG US Equity 1.518113e-03 8.570005e-04 4.876884e-03 0.0038941623
SODI US Equity -8.348353e-04 3.612957e-03 1.830486e-02 0.0117479510
SSY US Equity 2.870168e-03 -3.595181e-04 5.017039e-03 0.0019950440
STC US Equity 3.530361e-04 2.745131e-04 4.968777e-03 0.0018442625
STFC US Equity 7.407106e-04 8.101071e-04 -5.681251e-05 -0.0011320152
STRL US Equity 3.079117e-03 1.090392e-03 6.860138e-03 0.0014332390
SUP US Equity 4.565212e-03 2.000435e-03 3.334002e-03 0.0180976116
TGB US Equity 4.769905e-03 1.488286e-03 1.187232e-02 0.0114719514
THC US Equity 6.755407e-03 6.696669e-05 4.307131e-03 0.0155941474
THRM US Equity 4.887649e-03 4.182755e-03 1.314362e-02 0.0201917653
TISI US Equity 7.361807e-04 1.467509e-03 1.390455e-03 0.0086195579
TREC US Equity 2.142067e-03 1.076211e-03 -3.594575e-04 0.0126614778
TRIB US Equity 3.259158e-03 1.551309e-03 9.044208e-03 0.0161439122
TTI US Equity 6.363406e-03 3.573234e-04 9.362669e-03 0.0174033052
USAK US Equity 2.622419e-02 1.521888e-03 7.678951e-03 0.0038746474
UTMD US Equity 1.521888e-03 6.524420e-03 1.831839e-03 0.0024655226
UUU US Equity 7.678951e-03 1.831839e-03 5.425158e-02 0.0094788135
VASO US Equity 3.874647e-03 2.465523e-03 9.478814e-03 0.0957267849
VGR US Equity 2.000723e-03 2.479014e-03 7.055398e-03 0.0054811939
VGZ US Equity 5.971226e-04 -9.350487e-04 6.476332e-03 0.0065219285
VHI US Equity 1.996294e-03 1.268079e-03 7.686364e-04 0.0057007197
VSEC US Equity 4.647809e-03 1.491856e-03 5.572614e-03 0.0023204699
WDC US Equity 1.744581e-03 3.517096e-03 9.277021e-03 0.0141880542
WNC US Equity 6.754679e-03 1.629247e-03 4.262199e-03 0.0062049488
WTT US Equity 1.785354e-03 1.803841e-03 1.069533e-02 0.0105672731
ZIXI US Equity 5.762742e-04 4.423967e-03 1.281705e-02 0.0069789617
VGR US Equity VGZ US Equity VHI US Equity VSEC US Equity
AIG US Equity 0.0031224934 -1.376695e-03 -2.324169e-03 0.0042017893
ALKS US Equity 0.0030701469 8.175907e-05 1.334652e-03 0.0024681372
AMSC US Equity 0.0004631348 6.179029e-05 2.350153e-03 0.0049059312
AMSWA US Equity 0.0020459775 -9.737929e-04 1.446197e-03 0.0020048167
ANDR US Equity 0.0073047080 -9.260511e-04 1.453713e-03 0.0032524522
APA US Equity 0.0026315402 9.077577e-03 4.224239e-03 0.0055941959
ARCB US Equity 0.0025515749 -3.905237e-03 4.012431e-03 0.0031058038
ASYS US Equity 0.0072976483 -2.933164e-03 6.361472e-03 0.0014647915
AXR US Equity -0.0005792152 3.768811e-03 2.867426e-03 0.0004925114
AZZ US Equity 0.0009289915 -1.025360e-03 4.089560e-03 0.0037299686
BBBY US Equity 0.0018423083 -7.786774e-05 2.868995e-03 0.0045806134
BIIB US Equity 0.0028077089 -3.493843e-03 1.706064e-03 0.0015202867
BOOM US Equity 0.0031580388 8.688029e-03 7.951688e-03 0.0060097893
BPT US Equity -0.0009846330 5.223666e-03 2.475836e-03 -0.0006812339
BRN US Equity 0.0006855527 7.127335e-04 1.521642e-03 0.0014308392
BXMT US Equity 0.0039459396 2.013625e-03 5.444475e-03 0.0021917485
CCK US Equity -0.0007609395 1.091996e-03 2.358144e-03 0.0033004838
CHCR US Equity -0.0003693300 -2.231593e-03 2.831420e-03 0.0009509942
CLDX US Equity 0.0043722779 -6.635048e-03 1.057427e-02 0.0077213110
CLH US Equity 0.0015507976 1.682973e-03 2.207905e-03 0.0013297341
CRK US Equity -0.0003728420 3.407782e-03 2.107766e-03 -0.0010825900
CVA US Equity 0.0010510033 -1.828013e-03 3.635743e-03 0.0042579029
CVM US Equity 0.0023061889 -2.380047e-04 2.358577e-03 -0.0011167344
CVU US Equity 0.0018376114 2.059847e-03 1.175859e-03 0.0034832542
DBD US Equity 0.0048637241 3.662683e-03 6.521038e-03 0.0049399620
DDD US Equity 0.0073009231 2.490580e-03 1.039458e-03 0.0036716332
DIN US Equity 0.0018973458 8.434652e-04 4.978404e-03 0.0026196377
DIOD US Equity 0.0023773662 -1.652311e-03 2.726806e-03 0.0051702072
DXLG US Equity 0.0029383747 5.344709e-03 3.074630e-03 0.0074754606
DXR US Equity 0.0025760022 2.290822e-03 1.113394e-03 -0.0005298511
EGY US Equity 0.0031372223 6.242115e-03 4.410167e-03 0.0004053748
ENZ US Equity 0.0056884280 1.381725e-03 1.995615e-03 0.0025114100
FBP US Equity 0.0021845820 -1.814686e-03 5.155400e-03 0.0046249844
FMCC US Equity 0.0037915690 2.170178e-03 9.387680e-03 0.0057028002
FNMA US Equity 0.0031585021 2.559010e-03 1.002102e-02 0.0055843315
FOSL US Equity 0.0066518409 2.422877e-03 6.930159e-03 0.0048550061
GHM US Equity 0.0010538620 1.286929e-03 3.425460e-03 0.0057658530
GIII US Equity 0.0043454853 1.722713e-03 3.274224e-03 0.0059637054
GLT US Equity 0.0022058861 3.464979e-03 4.767924e-03 0.0028308107
GLW US Equity 0.0031636149 -6.407473e-03 3.149660e-03 0.0022760428
GSS US Equity -0.0005344002 3.007391e-02 2.947805e-03 0.0005554742
HOV US Equity 0.0041010526 8.553148e-04 8.808372e-03 0.0068336631
IBAL US Equity 0.0020739195 -5.590751e-04 -1.781278e-03 0.0027207276
IBCP US Equity 0.0021796773 5.816775e-05 2.866060e-03 0.0010863305
ICUI US Equity 0.0030124586 -7.764104e-04 7.603680e-04 0.0021665435
IEC US Equity 0.0046969685 -6.294145e-04 3.339671e-03 0.0027492288
IHT US Equity 0.0002205282 6.057562e-03 4.788811e-04 0.0032327358
IMCI US Equity 0.0025423174 -5.978689e-03 3.090123e-03 -0.0049688435
IMGN US Equity 0.0081967455 -9.191452e-03 -7.461063e-04 0.0057510905
INT US Equity 0.0014573704 1.980105e-03 2.949761e-03 0.0030253808
KBAL US Equity 0.0020370081 5.230105e-04 2.864528e-03 0.0041050665
LEE US Equity 0.0032995627 1.698789e-03 1.188906e-02 0.0046503882
LRCX US Equity 0.0037074122 -3.313512e-03 5.227218e-03 0.0045911514
LXU US Equity 0.0010817779 4.561841e-03 9.913932e-03 0.0042423385
MBI US Equity 0.0024685756 2.852667e-03 4.287565e-03 0.0043449295
MERC US Equity 0.0046017656 4.256183e-03 1.553052e-03 0.0039728159
MGIC US Equity 0.0008946444 1.393124e-03 4.508524e-03 0.0014185405
MGM US Equity 0.0029970292 2.664939e-03 6.850542e-03 0.0063643829
MNST US Equity 0.0001949439 3.071787e-03 3.999890e-03 0.0028031586
MTW US Equity 0.0026558132 4.246635e-03 6.490397e-03 0.0060307704
MTZ US Equity 0.0004804317 -1.689466e-03 3.968321e-03 0.0049976519
MUX US Equity -0.0004140110 2.435045e-02 -1.379260e-03 -0.0019800223
NAVB US Equity 0.0006059880 4.512426e-03 2.528834e-03 0.0030809787
NC US Equity 0.0026978887 -1.026529e-04 7.891108e-03 0.0031311627
NIMU US Equity -0.0017811981 9.521139e-03 6.422337e-04 0.0038516709
NROM US Equity 0.0042808010 6.662922e-03 3.050110e-03 0.0033017560
NTZ US Equity 0.0032347854 6.659599e-03 3.482555e-03 0.0067268599
OFG US Equity 0.0016503551 1.998233e-03 5.584519e-03 0.0042876411
OII US Equity 0.0026390030 6.304734e-03 6.072425e-03 0.0057529034
OLP US Equity 0.0022291970 1.881933e-03 3.133757e-03 0.0033235344
ORBT US Equity 0.0029852950 3.473658e-03 1.235691e-03 0.0012441771
OSUR US Equity 0.0014996776 -7.200319e-05 -9.206155e-04 0.0028555178
PARD US Equity 0.0033901920 -8.979515e-03 -2.208314e-04 -0.0026293020
PATK US Equity 0.0025374210 4.767314e-03 1.185618e-03 0.0056085280
PDCE US Equity 0.0019827751 5.251254e-03 5.547292e-03 0.0045570547
PLAB US Equity 0.0007458558 -5.208471e-03 1.494317e-03 0.0052861068
PLXS US Equity 0.0041170789 -5.047848e-03 5.420444e-03 0.0038459474
QUMU US Equity 0.0048313885 3.023677e-03 2.165176e-03 0.0039992148
RDN US Equity 0.0034105602 -2.262852e-03 2.128374e-03 0.0053775351
REGN US Equity 0.0009624396 -2.588010e-03 9.919797e-04 0.0010322012
RELV US Equity -0.0005911293 2.942408e-03 -5.308129e-05 0.0004818815
RGEN US Equity -0.0023284597 -3.429283e-04 6.688438e-04 0.0017851673
RGS US Equity 0.0040184647 4.177597e-03 -8.064712e-04 0.0040989710
RIG US Equity 0.0026790976 7.707158e-03 7.561605e-03 0.0050852756
RRC US Equity 0.0006193975 4.461670e-03 2.961865e-03 0.0017792747
SCI US Equity 0.0041678915 1.509650e-03 3.159096e-03 0.0033577754
SIF US Equity 0.0035715276 4.060094e-03 9.321536e-04 0.0077344333
SKY US Equity 0.0035209897 6.136319e-04 2.632214e-03 0.0026808332
SLGD US Equity -0.0002183979 1.456294e-03 -1.184821e-03 0.0005481747
SM US Equity 0.0037363724 5.282049e-03 8.260995e-03 0.0053225075
SMG US Equity 0.0026272324 4.945329e-04 3.180385e-03 0.0023761124
SODI US Equity 0.0031718242 6.170644e-03 3.536663e-03 0.0018268384
SSY US Equity 0.0001008016 -6.702190e-04 2.253704e-03 0.0014662970
STC US Equity 0.0004197501 -5.874551e-04 2.148676e-04 0.0019225556
STFC US Equity 0.0012038966 -1.508347e-03 1.151142e-03 0.0001898107
STRL US Equity 0.0058643123 -2.395651e-03 3.380233e-03 0.0074718997
SUP US Equity 0.0053872793 -8.642127e-05 6.174292e-03 0.0059421846
TGB US Equity 0.0072914502 1.368229e-02 8.150812e-03 0.0095626251
THC US Equity 0.0034120514 3.705610e-03 3.410210e-03 0.0034268647
THRM US Equity 0.0032490378 2.647053e-03 2.898568e-03 0.0017412091
TISI US Equity 0.0036044417 1.605131e-03 4.196444e-03 0.0040139400
TREC US Equity 0.0017845624 -6.202268e-04 6.109946e-03 0.0011178865
TRIB US Equity 0.0010198532 7.637878e-04 4.025635e-03 0.0039045889
TTI US Equity 0.0039111517 5.764519e-03 6.024246e-03 0.0050686782
USAK US Equity 0.0020007226 5.971226e-04 1.996294e-03 0.0046478086
UTMD US Equity 0.0024790138 -9.350487e-04 1.268079e-03 0.0014918563
UUU US Equity 0.0070553975 6.476332e-03 7.686364e-04 0.0055726140
VASO US Equity 0.0054811939 6.521929e-03 5.700720e-03 0.0023204699
VGR US Equity 0.0197569711 1.690131e-03 2.455069e-03 0.0043372012
VGZ US Equity 0.0016901311 7.037779e-02 2.134308e-03 0.0036644479
VHI US Equity 0.0024550690 2.134308e-03 3.378540e-02 0.0025078514
VSEC US Equity 0.0043372012 3.664448e-03 2.507851e-03 0.0208928753
WDC US Equity 0.0032479124 -3.681323e-04 3.937485e-03 0.0048313644
WNC US Equity 0.0050757119 1.606891e-03 4.189621e-03 0.0041841707
WTT US Equity 0.0033580827 4.902627e-04 3.917023e-03 0.0003478489
ZIXI US Equity 0.0117479783 -1.080987e-03 4.750753e-03 0.0101770291
WDC US Equity WNC US Equity WTT US Equity ZIXI US Equity
AIG US Equity 7.918131e-03 0.0255198879 3.475160e-03 0.0044836927
ALKS US Equity 3.978174e-03 0.0023033687 1.663345e-02 0.0118291923
AMSC US Equity 4.865019e-03 0.0066186768 1.646891e-02 0.0132559993
AMSWA US Equity 9.912491e-03 0.0047669640 1.255887e-02 0.0076235458
ANDR US Equity 5.715215e-03 0.0100117243 6.396980e-03 0.0157390072
APA US Equity 7.937953e-03 0.0071624274 2.461234e-03 0.0100661557
ARCB US Equity 6.454877e-03 0.0100964753 1.336705e-03 0.0022923878
ASYS US Equity 1.801856e-02 0.0087544362 1.246781e-02 0.0179699337
AXR US Equity 5.042211e-03 0.0061652383 1.950294e-03 0.0028017036
AZZ US Equity 5.328345e-03 0.0049533937 3.366951e-03 0.0048676601
BBBY US Equity 5.444922e-03 0.0040921137 3.844875e-03 0.0053966339
BIIB US Equity 3.022734e-03 0.0032254487 7.317426e-03 0.0062849587
BOOM US Equity 1.151083e-02 0.0044220878 4.129601e-03 0.0016415688
BPT US Equity 2.182133e-03 0.0009544133 3.632176e-03 0.0017707818
BRN US Equity 4.515217e-03 0.0041882163 3.058690e-03 0.0005453527
BXMT US Equity 4.416674e-03 0.0142610706 6.156759e-03 0.0040533481
CCK US Equity 5.358306e-03 0.0032880753 1.315771e-03 0.0019083339
CHCR US Equity 9.271278e-03 -0.0021039659 4.995574e-03 -0.0060314131
CLDX US Equity 9.593314e-03 0.0082540750 1.714128e-02 0.0159230198
CLH US Equity 3.401757e-03 0.0028631147 1.810124e-03 0.0010254655
CRK US Equity 4.553278e-03 0.0021338415 3.854802e-03 0.0057314591
CVA US Equity 4.644293e-03 0.0068557755 6.925704e-03 0.0045470385
CVM US Equity 8.076025e-03 0.0078253595 1.371807e-02 0.0147797573
CVU US Equity 8.887011e-03 0.0071695905 5.895175e-03 0.0032220611
DBD US Equity 5.689137e-03 0.0081783312 3.621714e-03 0.0052163576
DDD US Equity 6.789392e-03 0.0068426247 8.218454e-03 0.0048863653
DIN US Equity 5.960285e-03 0.0052134962 5.157567e-03 0.0047740291
DIOD US Equity 1.236298e-02 0.0072750085 7.533022e-03 0.0076263977
DXLG US Equity 2.310759e-03 0.0102186797 5.362396e-03 0.0034742280
DXR US Equity 1.922772e-03 0.0003232304 3.355259e-03 0.0006431988
EGY US Equity 4.132197e-03 0.0066054971 6.062671e-03 0.0052541352
ENZ US Equity 6.550301e-03 0.0053393874 5.807153e-03 0.0099967417
FBP US Equity 4.947720e-03 0.0084487335 6.405104e-04 0.0039389407
FMCC US Equity 1.084300e-02 0.0283056558 2.909974e-03 0.0057765046
FNMA US Equity 9.915151e-03 0.0248582207 2.588262e-03 0.0055726031
FOSL US Equity 6.340000e-03 0.0066684754 5.992324e-03 0.0062569989
GHM US Equity 6.285195e-03 0.0038771894 2.189977e-03 0.0061639213
GIII US Equity 9.137129e-03 0.0097104611 6.436644e-03 0.0058932921
GLT US Equity 1.251105e-03 0.0063801435 3.266092e-03 0.0028650901
GLW US Equity 7.452298e-03 0.0036754400 7.466705e-03 0.0067528238
GSS US Equity -2.793769e-03 0.0094635461 6.459056e-03 0.0015186926
HOV US Equity 9.014632e-03 0.0166849099 6.155940e-03 0.0056650439
IBAL US Equity 1.384933e-03 0.0113632830 6.568383e-03 0.0084880097
IBCP US Equity 3.889931e-03 0.0045350089 2.929697e-03 0.0011772648
ICUI US Equity 1.877973e-03 0.0015997588 2.203989e-03 0.0021679759
IEC US Equity 1.680094e-02 0.0110572177 1.195953e-02 0.0078630640
IHT US Equity 2.693603e-03 0.0002822071 -4.982643e-05 0.0001375433
IMCI US Equity 7.624389e-03 -0.0013861951 1.267770e-02 0.0102436194
IMGN US Equity 1.011381e-02 0.0078535505 1.533961e-02 0.0163863343
INT US Equity 5.708781e-03 0.0048848471 5.035339e-03 0.0071819549
KBAL US Equity 2.540504e-03 0.0049844729 1.825487e-03 0.0030802594
LEE US Equity 6.159353e-03 0.0101564038 4.819235e-03 0.0064238942
LRCX US Equity 1.306419e-02 0.0077333312 1.015683e-02 0.0090232212
LXU US Equity 3.581604e-03 0.0046900591 6.356344e-03 0.0012352436
MBI US Equity 4.857801e-03 0.0125874585 2.525038e-03 0.0003648591
MERC US Equity 5.658639e-03 0.0402816882 8.263654e-03 0.0057870215
MGIC US Equity 7.196933e-03 0.0097274653 8.012787e-03 0.0093531657
MGM US Equity 7.488682e-03 0.0105556034 7.790413e-03 0.0086707904
MNST US Equity 5.316785e-03 0.0031875056 2.801707e-03 0.0054164423
MTW US Equity 8.248199e-03 0.0125521541 6.887080e-03 0.0069856849
MTZ US Equity 7.178839e-03 0.0064293239 8.305532e-03 0.0053744430
MUX US Equity -6.243933e-04 0.0045187530 6.993290e-03 -0.0028119200
NAVB US Equity 7.703557e-03 0.0013217887 1.055979e-02 0.0099012107
NC US Equity 5.644668e-03 0.0129312129 4.852699e-03 0.0031489022
NIMU US Equity 4.067310e-03 0.0017000352 1.983307e-02 0.0052390146
NROM US Equity 1.803467e-03 0.0047513632 8.073950e-03 0.0107520650
NTZ US Equity 5.572937e-03 0.0060684132 2.477708e-03 0.0066101426
OFG US Equity 7.497367e-03 0.0030040511 3.469665e-03 0.0040018780
OII US Equity 7.939532e-03 0.0082801092 6.193623e-03 0.0075553007
OLP US Equity 3.787333e-03 0.0105664353 4.981012e-03 0.0037081368
ORBT US Equity 9.685634e-03 0.0056587087 1.204222e-02 0.0141577456
OSUR US Equity 3.821796e-03 0.0045284205 4.429071e-03 0.0031322116
PARD US Equity 1.417931e-02 0.0057478630 2.116902e-02 0.0211711932
PATK US Equity 6.752903e-03 0.0085402390 7.532921e-03 0.0023739836
PDCE US Equity 7.686342e-03 0.0059852332 3.759308e-03 0.0078977340
PLAB US Equity 1.177155e-02 0.0046078951 9.371320e-03 0.0065205961
PLXS US Equity 1.356513e-02 0.0047057985 8.967389e-03 0.0095041318
QUMU US Equity 6.269460e-03 0.0039910960 1.753402e-03 0.0073250900
RDN US Equity 4.354195e-03 0.0260942496 2.273640e-03 0.0025793799
REGN US Equity 1.612791e-03 0.0027485103 2.381148e-02 0.0163113095
RELV US Equity 3.026825e-03 0.0033540712 3.472207e-04 -0.0013724828
RGEN US Equity 5.529525e-03 0.0008757531 1.603313e-02 0.0137658896
RGS US Equity 4.198928e-03 0.0061813410 4.809077e-03 0.0058588512
RIG US Equity 9.866246e-03 0.0073183842 6.761417e-03 0.0082564616
RRC US Equity 2.370879e-03 0.0034522129 2.462408e-03 0.0060326279
SCI US Equity 7.731896e-03 0.0073542812 6.878646e-03 0.0106852491
SIF US Equity 6.822837e-03 0.0076851196 3.539212e-03 0.0068547427
SKY US Equity 5.976416e-03 0.0076327024 3.450955e-03 0.0051150262
SLGD US Equity 6.388709e-04 0.0013249462 4.601329e-03 0.0007122007
SM US Equity 9.563568e-03 0.0097831556 7.134687e-03 0.0102453568
SMG US Equity 5.976597e-03 0.0048554066 8.957018e-04 0.0045227032
SODI US Equity 4.138448e-04 0.0027328999 -7.734603e-03 0.0147045052
SSY US Equity 1.311329e-03 0.0092626619 1.051029e-02 0.0037789504
STC US Equity 2.072040e-03 0.0027627167 1.580645e-03 0.0019790278
STFC US Equity -9.462533e-05 0.0021099419 -2.310029e-03 -0.0014991383
STRL US Equity 3.852559e-03 0.0032614153 7.054531e-04 -0.0016951205
SUP US Equity 9.122083e-03 0.0093203268 6.421733e-03 0.0040614842
TGB US Equity 1.098794e-02 0.0099198088 6.808477e-03 0.0118246929
THC US Equity 6.639091e-03 0.0072577642 4.063820e-03 0.0052321587
THRM US Equity 3.445039e-03 0.0063594718 2.086318e-02 0.0107478856
TISI US Equity 2.343644e-03 0.0049034175 4.770596e-03 0.0070803381
TREC US Equity 5.472567e-03 0.0022918415 5.561638e-03 -0.0036445263
TRIB US Equity 6.990069e-03 0.0028906052 1.348992e-02 0.0096895677
TTI US Equity 1.042173e-02 0.0110985252 8.748597e-03 0.0084569346
USAK US Equity 1.744581e-03 0.0067546791 1.785354e-03 0.0005762742
UTMD US Equity 3.517096e-03 0.0016292473 1.803841e-03 0.0044239670
UUU US Equity 9.277021e-03 0.0042621989 1.069533e-02 0.0128170456
VASO US Equity 1.418805e-02 0.0062049488 1.056727e-02 0.0069789617
VGR US Equity 3.247912e-03 0.0050757119 3.358083e-03 0.0117479783
VGZ US Equity -3.681323e-04 0.0016068908 4.902627e-04 -0.0010809871
VHI US Equity 3.937485e-03 0.0041896214 3.917023e-03 0.0047507528
VSEC US Equity 4.831364e-03 0.0041841707 3.478489e-04 0.0101770291
WDC US Equity 3.115691e-02 0.0066205884 6.893168e-03 0.0117509999
WNC US Equity 6.620588e-03 0.0450727025 8.076881e-03 0.0082823797
WTT US Equity 6.893168e-03 0.0080768809 4.058020e-02 0.0117049376
ZIXI US Equity 1.175100e-02 0.0082823797 1.170494e-02 0.0649504825( I manually calculated covariance because I was having trouble with the function) Now I will extract the pairs with a covariance of or less. This ensures I will a diverse portfolio and that if market shifts occur, they will not all react in the same way.
# Identifing the pairs with covariance values <= 0
negative_cov_pairs <- which(cov_matrix <= 0, arr.ind = TRUE)
# Extract the ticker names for the pairs
ticker_names <- rownames(cov_matrix)
negative_cov_pairs_names <- data.frame(
Ticker1 = ticker_names[negative_cov_pairs[, 1]],
Ticker2 = ticker_names[negative_cov_pairs[, 2]],
Covariance = cov_matrix[negative_cov_pairs]
)
# Remove duplicate pairs (since covariance is symmetric)
# Sort the pairs to ensure symmetry is handled correctly
negative_cov_pairs_names <- negative_cov_pairs_names |>
filter(Ticker1 != Ticker2) |> # Remove self-pairs
mutate(SortedPair = paste(pmin(Ticker1, Ticker2), pmax(Ticker1, Ticker2))) |>
distinct(SortedPair, .keep_all = TRUE) |>
select(-SortedPair)
# Print the pairs with covariance values <= 0
print(negative_cov_pairs_names) Ticker1 Ticker2 Covariance
1 CHCR US Equity AIG US Equity -6.171629e-04
2 GSS US Equity AIG US Equity -5.035028e-04
3 IMCI US Equity AIG US Equity -7.732147e-04
4 MUX US Equity AIG US Equity -9.602022e-04
5 NAVB US Equity AIG US Equity -1.758158e-03
6 NIMU US Equity AIG US Equity -1.411946e-03
7 REGN US Equity AIG US Equity -1.192431e-03
8 SLGD US Equity AIG US Equity -5.723430e-04
9 THRM US Equity AIG US Equity -1.601663e-04
10 UTMD US Equity AIG US Equity -3.512700e-04
11 VGZ US Equity AIG US Equity -1.376695e-03
12 VHI US Equity AIG US Equity -2.324169e-03
13 ARCB US Equity ALKS US Equity -1.956323e-04
14 DIN US Equity ALKS US Equity -1.921126e-03
15 FMCC US Equity ALKS US Equity -2.824520e-04
16 IHT US Equity ALKS US Equity -9.848605e-04
17 LEE US Equity ALKS US Equity -2.657614e-03
18 MBI US Equity ALKS US Equity -5.844368e-04
19 MGM US Equity ALKS US Equity -2.003575e-03
20 SCI US Equity ALKS US Equity -6.136614e-04
21 THC US Equity ALKS US Equity -1.933962e-03
22 RELV US Equity AMSC US Equity -6.619041e-03
23 CRK US Equity AMSWA US Equity -2.485955e-03
24 NROM US Equity AMSWA US Equity -1.898055e-04
25 STRL US Equity AMSWA US Equity -9.679524e-04
26 VGZ US Equity AMSWA US Equity -9.737929e-04
27 BPT US Equity ANDR US Equity -1.891280e-03
28 BRN US Equity ANDR US Equity -8.202895e-05
29 CCK US Equity ANDR US Equity -1.889774e-04
30 CLH US Equity ANDR US Equity -1.318343e-03
31 CRK US Equity ANDR US Equity -4.383674e-03
32 DIN US Equity ANDR US Equity -6.304823e-04
33 FBP US Equity ANDR US Equity -2.487708e-04
34 ICUI US Equity ANDR US Equity -5.800295e-04
35 IHT US Equity ANDR US Equity -8.110799e-04
36 MGM US Equity ANDR US Equity -8.773487e-04
37 PLAB US Equity ANDR US Equity -1.185909e-03
38 RRC US Equity ANDR US Equity -6.807937e-04
39 SLGD US Equity ANDR US Equity -1.211247e-02
40 STRL US Equity ANDR US Equity -3.421805e-03
41 THC US Equity ANDR US Equity -1.320421e-03
42 VGZ US Equity ANDR US Equity -9.260511e-04
43 BIIB US Equity APA US Equity -1.209406e-05
44 REGN US Equity APA US Equity -1.980460e-04
45 RELV US Equity APA US Equity -8.870891e-04
46 UTMD US Equity APA US Equity -5.119900e-04
47 GSS US Equity ARCB US Equity -1.065819e-03
48 IMCI US Equity ARCB US Equity -8.794675e-04
49 NIMU US Equity ARCB US Equity -5.826350e-04
50 PARD US Equity ARCB US Equity -1.649567e-03
51 REGN US Equity ARCB US Equity -3.595837e-03
52 RGEN US Equity ARCB US Equity -9.846899e-04
53 SODI US Equity ARCB US Equity -3.947790e-03
54 VGZ US Equity ARCB US Equity -3.905237e-03
55 ICUI US Equity ASYS US Equity -2.748600e-05
56 VGZ US Equity ASYS US Equity -2.933164e-03
57 CHCR US Equity AXR US Equity -2.119703e-03
58 NIMU US Equity AXR US Equity -1.864373e-03
59 RELV US Equity AXR US Equity -8.505869e-05
60 RGEN US Equity AXR US Equity -1.292693e-03
61 VGR US Equity AXR US Equity -5.792152e-04
62 DXR US Equity AZZ US Equity -6.536011e-04
63 RELV US Equity AZZ US Equity -1.948944e-04
64 SODI US Equity AZZ US Equity -1.927469e-03
65 VGZ US Equity AZZ US Equity -1.025360e-03
66 VGZ US Equity BBBY US Equity -7.786774e-05
67 BOOM US Equity BIIB US Equity -1.743723e-03
68 BXMT US Equity BIIB US Equity -4.739113e-04
69 CCK US Equity BIIB US Equity -1.569418e-03
70 CRK US Equity BIIB US Equity -9.800481e-04
71 CVA US Equity BIIB US Equity -8.269576e-04
72 DBD US Equity BIIB US Equity -1.255814e-04
73 IEC US Equity BIIB US Equity -3.289115e-04
74 IHT US Equity BIIB US Equity -1.267024e-03
75 MUX US Equity BIIB US Equity -1.974962e-03
76 NTZ US Equity BIIB US Equity -2.304940e-04
77 QUMU US Equity BIIB US Equity -1.208328e-04
78 SCI US Equity BIIB US Equity -3.804884e-04
79 TISI US Equity BIIB US Equity -4.087667e-04
80 VGZ US Equity BIIB US Equity -3.493843e-03
81 DXR US Equity BOOM US Equity -2.370971e-03
82 IBAL US Equity BOOM US Equity -7.808155e-04
83 NAVB US Equity BOOM US Equity -1.226725e-03
84 REGN US Equity BOOM US Equity -5.860097e-04
85 STRL US Equity BOOM US Equity -1.018702e-04
86 CCK US Equity BPT US Equity -2.185784e-04
87 DXLG US Equity BPT US Equity -1.012095e-03
88 GHM US Equity BPT US Equity -2.536439e-06
89 IBCP US Equity BPT US Equity -2.440714e-04
90 ICUI US Equity BPT US Equity -1.478958e-03
91 IEC US Equity BPT US Equity -8.127107e-04
92 IMGN US Equity BPT US Equity -1.787178e-03
93 MNST US Equity BPT US Equity -8.078976e-04
94 OSUR US Equity BPT US Equity -1.393975e-03
95 PARD US Equity BPT US Equity -5.597190e-03
96 QUMU US Equity BPT US Equity -9.145594e-04
97 RELV US Equity BPT US Equity -5.239967e-04
98 SCI US Equity BPT US Equity -6.405280e-04
99 SKY US Equity BPT US Equity -2.418691e-03
100 SLGD US Equity BPT US Equity -2.053570e-03
101 SODI US Equity BPT US Equity -1.884038e-03
102 STC US Equity BPT US Equity -5.207710e-04
103 USAK US Equity BPT US Equity -7.967762e-05
104 UTMD US Equity BPT US Equity -4.706443e-04
105 VGR US Equity BPT US Equity -9.846330e-04
106 VSEC US Equity BPT US Equity -6.812339e-04
107 GSS US Equity BRN US Equity -1.155818e-03
108 NIMU US Equity BRN US Equity -7.581953e-04
109 DXR US Equity BXMT US Equity -3.730591e-04
110 IHT US Equity BXMT US Equity -6.854639e-04
111 REGN US Equity BXMT US Equity -3.112712e-04
112 SODI US Equity BXMT US Equity -2.076672e-03
113 UTMD US Equity BXMT US Equity -4.597763e-04
114 IHT US Equity CCK US Equity -6.634294e-04
115 IMCI US Equity CCK US Equity -5.218238e-04
116 IMGN US Equity CCK US Equity -1.144877e-04
117 REGN US Equity CCK US Equity -4.921832e-03
118 SODI US Equity CCK US Equity -3.246360e-03
119 VGR US Equity CCK US Equity -7.609395e-04
120 CRK US Equity CHCR US Equity -4.759756e-03
121 IBAL US Equity CHCR US Equity -5.669677e-03
122 NROM US Equity CHCR US Equity -1.445672e-03
123 RRC US Equity CHCR US Equity -2.369906e-03
124 SODI US Equity CHCR US Equity -3.229758e-03
125 TISI US Equity CHCR US Equity -4.126713e-04
126 VGR US Equity CHCR US Equity -3.693300e-04
127 VGZ US Equity CHCR US Equity -2.231593e-03
128 WNC US Equity CHCR US Equity -2.103966e-03
129 ZIXI US Equity CHCR US Equity -6.031413e-03
130 VGZ US Equity CLDX US Equity -6.635048e-03
131 MNST US Equity CLH US Equity -3.250131e-04
132 MUX US Equity CLH US Equity -6.257675e-04
133 OSUR US Equity CLH US Equity -6.363792e-06
134 STC US Equity CLH US Equity -9.820270e-04
135 UUU US Equity CLH US Equity -3.918476e-04
136 GSS US Equity CRK US Equity -1.923089e-04
137 IBAL US Equity CRK US Equity -7.377007e-04
138 IHT US Equity CRK US Equity -1.991760e-03
139 LEE US Equity CRK US Equity -1.902423e-04
140 PARD US Equity CRK US Equity -1.140086e-02
141 RELV US Equity CRK US Equity -5.945705e-04
142 SODI US Equity CRK US Equity -6.111959e-03
143 USAK US Equity CRK US Equity -1.207331e-03
144 VGR US Equity CRK US Equity -3.728420e-04
145 VSEC US Equity CRK US Equity -1.082590e-03
146 DXR US Equity CVA US Equity -1.065297e-03
147 IMCI US Equity CVA US Equity -1.252887e-03
148 RGEN US Equity CVA US Equity -1.739111e-03
149 TREC US Equity CVA US Equity -8.451182e-04
150 VGZ US Equity CVA US Equity -1.828013e-03
151 STFC US Equity CVM US Equity -7.053412e-04
152 STRL US Equity CVM US Equity -1.142509e-03
153 VGZ US Equity CVM US Equity -2.380047e-04
154 VSEC US Equity CVM US Equity -1.116734e-03
155 DXR US Equity CVU US Equity -1.203120e-04
156 GSS US Equity CVU US Equity -2.105938e-03
157 IBAL US Equity CVU US Equity -2.946835e-03
158 IMCI US Equity CVU US Equity -5.729604e-06
159 SLGD US Equity CVU US Equity -2.588053e-03
160 STC US Equity CVU US Equity -2.274600e-05
161 TREC US Equity CVU US Equity -1.328828e-04
162 NIMU US Equity DBD US Equity -2.437336e-03
163 RGEN US Equity DBD US Equity -3.201743e-04
164 DXR US Equity DIN US Equity -3.668966e-03
165 REGN US Equity DIN US Equity -2.050901e-03
166 RELV US Equity DIN US Equity -1.481909e-03
167 STFC US Equity DIN US Equity -4.854038e-06
168 VGZ US Equity DIOD US Equity -1.652311e-03
169 DXR US Equity DXLG US Equity -3.419689e-04
170 QUMU US Equity DXLG US Equity -7.754999e-04
171 REGN US Equity DXLG US Equity -4.190674e-03
172 RELV US Equity DXLG US Equity -2.332492e-03
173 RGEN US Equity DXLG US Equity -8.834429e-04
174 SODI US Equity DXLG US Equity -5.787964e-03
175 STFC US Equity DXLG US Equity -5.380806e-04
176 UUU US Equity DXLG US Equity -6.686366e-04
177 FBP US Equity DXR US Equity -9.376294e-04
178 GHM US Equity DXR US Equity -7.938695e-04
179 GIII US Equity DXR US Equity -4.207237e-04
180 HOV US Equity DXR US Equity -1.375110e-03
181 IHT US Equity DXR US Equity -8.598633e-04
182 KBAL US Equity DXR US Equity -3.654461e-04
183 LXU US Equity DXR US Equity -4.288332e-04
184 MGM US Equity DXR US Equity -1.685296e-03
185 MTW US Equity DXR US Equity -1.354290e-03
186 MUX US Equity DXR US Equity -1.644076e-03
187 NIMU US Equity DXR US Equity -1.371832e-04
188 NROM US Equity DXR US Equity -2.552338e-03
189 OFG US Equity DXR US Equity -1.142075e-03
190 OII US Equity DXR US Equity -1.438675e-03
191 OLP US Equity DXR US Equity -8.687618e-04
192 PARD US Equity DXR US Equity -1.188471e-03
193 PDCE US Equity DXR US Equity -1.054179e-03
194 RDN US Equity DXR US Equity -1.767101e-04
195 RELV US Equity DXR US Equity -5.935387e-04
196 SIF US Equity DXR US Equity -5.373364e-04
197 SLGD US Equity DXR US Equity -2.138921e-03
198 SM US Equity DXR US Equity -2.739274e-04
199 SSY US Equity DXR US Equity -8.048751e-04
200 STC US Equity DXR US Equity -8.281095e-04
201 STRL US Equity DXR US Equity -1.427050e-03
202 SUP US Equity DXR US Equity -2.606619e-03
203 THC US Equity DXR US Equity -8.681101e-04
204 TISI US Equity DXR US Equity -1.046500e-03
205 VSEC US Equity DXR US Equity -5.298511e-04
206 ICUI US Equity EGY US Equity -6.264445e-04
207 IMGN US Equity EGY US Equity -2.231649e-03
208 OSUR US Equity EGY US Equity -1.697484e-04
209 PARD US Equity EGY US Equity -6.206180e-03
210 REGN US Equity EGY US Equity -4.285015e-03
211 RGEN US Equity EGY US Equity -1.070557e-03
212 SMG US Equity EGY US Equity -5.363637e-04
213 SODI US Equity EGY US Equity -1.076412e-02
214 STFC US Equity EGY US Equity -1.297557e-03
215 STRL US Equity EGY US Equity -4.440829e-05
216 USAK US Equity EGY US Equity -5.314779e-04
217 UTMD US Equity EGY US Equity -7.284986e-04
218 UUU US Equity EGY US Equity -4.218473e-05
219 IHT US Equity ENZ US Equity -3.139664e-04
220 STRL US Equity ENZ US Equity -8.376490e-04
221 TREC US Equity ENZ US Equity -5.341909e-04
222 IMCI US Equity FBP US Equity -9.098227e-04
223 MUX US Equity FBP US Equity -2.663177e-03
224 VGZ US Equity FBP US Equity -1.814686e-03
225 IMGN US Equity FMCC US Equity -1.954272e-05
226 MUX US Equity FMCC US Equity -1.013085e-03
227 OSUR US Equity FMCC US Equity -4.247177e-04
228 PLAB US Equity FMCC US Equity -6.952564e-05
229 IMGN US Equity FNMA US Equity -8.925669e-04
230 MUX US Equity FNMA US Equity -1.282822e-03
231 OSUR US Equity FNMA US Equity -2.547824e-04
232 OSUR US Equity FOSL US Equity -4.219937e-04
233 SLGD US Equity FOSL US Equity -3.621292e-04
234 IHT US Equity GHM US Equity -7.673152e-06
235 PARD US Equity GHM US Equity -1.981500e-03
236 NIMU US Equity GIII US Equity -9.061942e-05
237 OSUR US Equity GIII US Equity -1.241982e-04
238 RELV US Equity GLT US Equity -5.855172e-04
239 RGEN US Equity GLT US Equity -5.965395e-04
240 TISI US Equity GLW US Equity -2.416713e-04
241 VGZ US Equity GLW US Equity -6.407473e-03
242 IBCP US Equity GSS US Equity -1.028131e-03
243 ICUI US Equity GSS US Equity -4.809659e-04
244 SLGD US Equity GSS US Equity -2.782729e-04
245 SMG US Equity GSS US Equity -3.606092e-04
246 STRL US Equity GSS US Equity -3.855331e-04
247 USAK US Equity GSS US Equity -9.284278e-04
248 VGR US Equity GSS US Equity -5.344002e-04
249 WDC US Equity GSS US Equity -2.793769e-03
250 NIMU US Equity HOV US Equity -4.862724e-03
251 RELV US Equity HOV US Equity -3.743642e-04
252 SODI US Equity HOV US Equity -2.797407e-03
253 IBCP US Equity IBAL US Equity -1.543457e-03
254 IEC US Equity IBAL US Equity -9.731293e-04
255 KBAL US Equity IBAL US Equity -3.427656e-03
256 LEE US Equity IBAL US Equity -1.556108e-03
257 MGIC US Equity IBAL US Equity -2.131962e-03
258 OFG US Equity IBAL US Equity -1.593843e-04
259 QUMU US Equity IBAL US Equity -1.439740e-04
260 RELV US Equity IBAL US Equity -6.838165e-04
261 SMG US Equity IBAL US Equity -1.146810e-03
262 STFC US Equity IBAL US Equity -6.244642e-04
263 STRL US Equity IBAL US Equity -1.599197e-03
264 UTMD US Equity IBAL US Equity -1.965801e-04
265 VGZ US Equity IBAL US Equity -5.590751e-04
266 VHI US Equity IBAL US Equity -1.781278e-03
267 IHT US Equity IBCP US Equity -2.983096e-04
268 MUX US Equity IBCP US Equity -3.992827e-04
269 REGN US Equity IBCP US Equity -2.100463e-03
270 RGEN US Equity IBCP US Equity -1.241340e-04
271 SODI US Equity IBCP US Equity -1.529089e-03
272 IEC US Equity ICUI US Equity -8.635493e-04
273 IHT US Equity ICUI US Equity -3.529506e-04
274 MUX US Equity ICUI US Equity -2.469836e-03
275 NAVB US Equity ICUI US Equity -1.072763e-03
276 NIMU US Equity ICUI US Equity -2.952815e-03
277 PARD US Equity ICUI US Equity -1.431570e-03
278 RGEN US Equity ICUI US Equity -1.024128e-03
279 VGZ US Equity ICUI US Equity -7.764104e-04
280 MUX US Equity IEC US Equity -1.451333e-04
281 REGN US Equity IEC US Equity -3.180262e-03
282 RRC US Equity IEC US Equity -7.051440e-04
283 STC US Equity IEC US Equity -3.948055e-04
284 STFC US Equity IEC US Equity -1.415641e-03
285 STRL US Equity IEC US Equity -2.348221e-03
286 VGZ US Equity IEC US Equity -6.294145e-04
287 IMGN US Equity IHT US Equity -4.596411e-03
288 KBAL US Equity IHT US Equity -1.232839e-04
289 OSUR US Equity IHT US Equity -3.899614e-05
290 PARD US Equity IHT US Equity -3.240996e-03
291 PATK US Equity IHT US Equity -4.093726e-05
292 PLAB US Equity IHT US Equity -1.295317e-03
293 QUMU US Equity IHT US Equity -4.220411e-04
294 REGN US Equity IHT US Equity -2.034186e-03
295 RELV US Equity IHT US Equity -1.628359e-04
296 RGS US Equity IHT US Equity -4.332552e-04
297 STC US Equity IHT US Equity -8.466526e-04
298 STFC US Equity IHT US Equity -9.216066e-04
299 TISI US Equity IHT US Equity -3.844077e-04
300 UTMD US Equity IHT US Equity -1.499833e-04
301 WTT US Equity IHT US Equity -4.982643e-05
302 KBAL US Equity IMCI US Equity -7.217893e-04
303 MBI US Equity IMCI US Equity -2.255741e-03
304 MGIC US Equity IMCI US Equity -7.371234e-03
305 NROM US Equity IMCI US Equity -2.525416e-03
306 OFG US Equity IMCI US Equity -9.771907e-04
307 OLP US Equity IMCI US Equity -1.748349e-03
308 PDCE US Equity IMCI US Equity -1.238886e-03
309 STRL US Equity IMCI US Equity -4.962915e-03
310 SUP US Equity IMCI US Equity -1.600123e-03
311 TISI US Equity IMCI US Equity -9.862071e-04
312 VGZ US Equity IMCI US Equity -5.978689e-03
313 VSEC US Equity IMCI US Equity -4.968844e-03
314 WNC US Equity IMCI US Equity -1.386195e-03
315 MUX US Equity IMGN US Equity -5.234670e-03
316 VGZ US Equity IMGN US Equity -9.191452e-03
317 VHI US Equity IMGN US Equity -7.461063e-04
318 RELV US Equity INT US Equity -1.862675e-03
319 SLGD US Equity KBAL US Equity -6.720992e-04
320 VASO US Equity KBAL US Equity -2.985537e-04
321 NIMU US Equity LEE US Equity -1.101348e-04
322 PLAB US Equity LEE US Equity -2.736971e-03
323 REGN US Equity LEE US Equity -3.901518e-04
324 RGEN US Equity LEE US Equity -1.133862e-03
325 SLGD US Equity LEE US Equity -1.307871e-03
326 SODI US Equity LEE US Equity -3.592048e-04
327 TREC US Equity LEE US Equity -9.282868e-05
328 VGZ US Equity LRCX US Equity -3.313512e-03
329 RELV US Equity LXU US Equity -1.840853e-03
330 NAVB US Equity MBI US Equity -2.685945e-03
331 NIMU US Equity MBI US Equity -4.340840e-04
332 PLAB US Equity MBI US Equity -1.672609e-03
333 REGN US Equity MBI US Equity -3.090140e-03
334 RGEN US Equity MBI US Equity -1.920610e-03
335 SODI US Equity MBI US Equity -2.431778e-03
336 STC US Equity MGIC US Equity -3.927943e-04
337 STFC US Equity MGIC US Equity -1.050231e-03
338 RELV US Equity MGM US Equity -4.948308e-04
339 RGEN US Equity MGM US Equity -1.212343e-03
340 NAVB US Equity MNST US Equity -2.549636e-04
341 NROM US Equity MNST US Equity -1.097725e-03
342 PARD US Equity MNST US Equity -2.176796e-04
343 REGN US Equity MNST US Equity -9.742045e-04
344 RGEN US Equity MNST US Equity -3.980927e-04
345 RELV US Equity MTW US Equity -9.433150e-04
346 SODI US Equity MTW US Equity -2.263575e-04
347 SODI US Equity MTZ US Equity -2.495532e-03
348 VGZ US Equity MTZ US Equity -1.689466e-03
349 OFG US Equity MUX US Equity -1.256657e-03
350 STFC US Equity MUX US Equity -2.042921e-03
351 USAK US Equity MUX US Equity -2.808137e-03
352 UTMD US Equity MUX US Equity -7.280513e-04
353 VGR US Equity MUX US Equity -4.140110e-04
354 VHI US Equity MUX US Equity -1.379260e-03
355 VSEC US Equity MUX US Equity -1.980022e-03
356 WDC US Equity MUX US Equity -6.243933e-04
357 ZIXI US Equity MUX US Equity -2.811920e-03
358 RDN US Equity NAVB US Equity -7.677136e-04
359 RGS US Equity NAVB US Equity -1.454490e-03
360 RRC US Equity NAVB US Equity -2.309744e-04
361 STC US Equity NAVB US Equity -7.412615e-04
362 STFC US Equity NAVB US Equity -8.898831e-04
363 STRL US Equity NAVB US Equity -1.675749e-03
364 NIMU US Equity NC US Equity -8.727825e-04
365 RELV US Equity NC US Equity -5.994809e-04
366 SLGD US Equity NC US Equity -8.951285e-04
367 VGZ US Equity NC US Equity -1.026529e-04
368 RDN US Equity NIMU US Equity -2.876565e-03
369 RRC US Equity NIMU US Equity -1.289946e-03
370 SCI US Equity NIMU US Equity -7.248565e-04
371 SKY US Equity NIMU US Equity -4.310073e-03
372 SMG US Equity NIMU US Equity -2.171684e-03
373 STFC US Equity NIMU US Equity -4.306506e-03
374 THC US Equity NIMU US Equity -4.291141e-03
375 USAK US Equity NIMU US Equity -2.518084e-03
376 VGR US Equity NIMU US Equity -1.781198e-03
377 PLAB US Equity NROM US Equity -6.463570e-04
378 RELV US Equity NROM US Equity -7.897891e-04
379 SODI US Equity NROM US Equity -3.441679e-03
380 STFC US Equity NROM US Equity -1.041378e-03
381 RELV US Equity NTZ US Equity -9.131027e-04
382 SODI US Equity NTZ US Equity -2.844719e-04
383 STFC US Equity NTZ US Equity -1.862651e-04
384 REGN US Equity OFG US Equity -4.856814e-05
385 RELV US Equity OFG US Equity -3.245739e-03
386 SLGD US Equity OFG US Equity -4.923337e-04
387 OSUR US Equity OLP US Equity -1.408941e-04
388 RELV US Equity OLP US Equity -7.495520e-04
389 STRL US Equity ORBT US Equity -1.527918e-03
390 SLGD US Equity OSUR US Equity -1.912165e-04
391 SUP US Equity OSUR US Equity -8.817693e-04
392 VGZ US Equity OSUR US Equity -7.200319e-05
393 VHI US Equity OSUR US Equity -9.206155e-04
394 PDCE US Equity PARD US Equity -5.539810e-04
395 RELV US Equity PARD US Equity -4.003430e-03
396 RRC US Equity PARD US Equity -4.638474e-03
397 STFC US Equity PARD US Equity -1.054985e-03
398 THC US Equity PARD US Equity -2.983943e-03
399 USAK US Equity PARD US Equity -1.461765e-03
400 VGZ US Equity PARD US Equity -8.979515e-03
401 VHI US Equity PARD US Equity -2.208314e-04
402 VSEC US Equity PARD US Equity -2.629302e-03
403 REGN US Equity PATK US Equity -5.404671e-05
404 REGN US Equity PDCE US Equity -1.882638e-03
405 RELV US Equity PLAB US Equity -2.248916e-03
406 SSY US Equity PLAB US Equity -9.051871e-04
407 VGZ US Equity PLAB US Equity -5.208471e-03
408 VGZ US Equity PLXS US Equity -5.047848e-03
409 SSY US Equity QUMU US Equity -5.977079e-04
410 TRIB US Equity RDN US Equity -1.044051e-03
411 VGZ US Equity RDN US Equity -2.262852e-03
412 RELV US Equity REGN US Equity -4.674023e-03
413 RGS US Equity REGN US Equity -6.625542e-04
414 RRC US Equity REGN US Equity -4.127071e-03
415 SCI US Equity REGN US Equity -1.335620e-03
416 SMG US Equity REGN US Equity -9.575532e-04
417 STRL US Equity REGN US Equity -9.106387e-04
418 SUP US Equity REGN US Equity -1.104031e-03
419 THC US Equity REGN US Equity -2.810227e-03
420 VGZ US Equity REGN US Equity -2.588010e-03
421 RIG US Equity RELV US Equity -7.678791e-04
422 RRC US Equity RELV US Equity -7.016961e-04
423 SCI US Equity RELV US Equity -3.492218e-04
424 SKY US Equity RELV US Equity -6.708761e-04
425 SM US Equity RELV US Equity -7.742632e-04
426 SMG US Equity RELV US Equity -6.632773e-04
427 SSY US Equity RELV US Equity -4.073602e-03
428 STRL US Equity RELV US Equity -5.482468e-03
429 TREC US Equity RELV US Equity -5.579592e-03
430 USAK US Equity RELV US Equity -8.541354e-04
431 UUU US Equity RELV US Equity -1.501009e-03
432 VGR US Equity RELV US Equity -5.911293e-04
433 VHI US Equity RELV US Equity -5.308129e-05
434 ZIXI US Equity RELV US Equity -1.372483e-03
435 STFC US Equity RGEN US Equity -1.557593e-03
436 STRL US Equity RGEN US Equity -3.044986e-03
437 THC US Equity RGEN US Equity -8.896997e-04
438 TISI US Equity RGEN US Equity -2.045633e-03
439 VGR US Equity RGEN US Equity -2.328460e-03
440 VGZ US Equity RGEN US Equity -3.429283e-04
441 SODI US Equity RGS US Equity -2.426578e-03
442 VHI US Equity RGS US Equity -8.064712e-04
443 SODI US Equity RRC US Equity -7.906750e-03
444 STFC US Equity SCI US Equity -6.800739e-05
445 SLGD US Equity SKY US Equity -2.715519e-03
446 STFC US Equity SLGD US Equity -1.332908e-03
447 STRL US Equity SLGD US Equity -1.148079e-03
448 UTMD US Equity SLGD US Equity -4.431924e-04
449 UUU US Equity SLGD US Equity -2.265251e-03
450 VGR US Equity SLGD US Equity -2.183979e-04
451 VHI US Equity SLGD US Equity -1.184821e-03
452 STRL US Equity SODI US Equity -6.578088e-03
453 SUP US Equity SODI US Equity -2.058520e-03
454 TTI US Equity SODI US Equity -1.926540e-03
455 USAK US Equity SODI US Equity -8.348353e-04
456 WTT US Equity SODI US Equity -7.734603e-03
457 STC US Equity SSY US Equity -4.113537e-04
458 STFC US Equity SSY US Equity -1.077823e-03
459 STRL US Equity SSY US Equity -5.628549e-04
460 UTMD US Equity SSY US Equity -3.595181e-04
461 VGZ US Equity SSY US Equity -6.702190e-04
462 VGZ US Equity STC US Equity -5.874551e-04
463 TGB US Equity STFC US Equity -1.834266e-03
464 TRIB US Equity STFC US Equity -1.244480e-03
465 TTI US Equity STFC US Equity -7.446391e-05
466 UUU US Equity STFC US Equity -5.681251e-05
467 VASO US Equity STFC US Equity -1.132015e-03
468 VGZ US Equity STFC US Equity -1.508347e-03
469 WDC US Equity STFC US Equity -9.462533e-05
470 WTT US Equity STFC US Equity -2.310029e-03
471 ZIXI US Equity STFC US Equity -1.499138e-03
472 THRM US Equity STRL US Equity -1.985725e-03
473 VGZ US Equity STRL US Equity -2.395651e-03
474 ZIXI US Equity STRL US Equity -1.695120e-03
475 VGZ US Equity SUP US Equity -8.642127e-05
476 UUU US Equity TREC US Equity -3.594575e-04
477 VGZ US Equity TREC US Equity -6.202268e-04
478 ZIXI US Equity TREC US Equity -3.644526e-03
479 VGZ US Equity UTMD US Equity -9.350487e-04
480 WDC US Equity VGZ US Equity -3.681323e-04
481 ZIXI US Equity VGZ US Equity -1.080987e-03From this aggregation, I will take 5 stocks from each level of covariance totaling to 20 stocks: 1. AIG US Equity 2. CHCR US Equity 3. GSS US Equity 4. IMCI US Equity 5. MUX US Equity 6. CRK US Equity 7. NROM US Equity 8. STRL US Equity 9. VGZ US Equity 10. AMSWA US Equity 11. ZIXI US Equity 12. AXR US Equity 13. NIMU US Equity 14. RELV US Equity 15. RGEN US Equity 16. CVA US Equity 17. BIIB US Equity 18. DBD US Equity 19. IEC US Equity 20. IHT US Equity
Now that I have my portfolio, I will handle the missing values present.
Handling Missing Values & Imputation Strategy
Duplicate Rows
I will filter the Dataset by my portfolio to check duplicates within this subset of data.
# create vector of stocks in portfolio
stocks_port <- c('AIG US Equity', 'ZIXI US Equity', 'GSS US Equity', 'IMCI US Equity', 'MUX US Equity', 'CRK US Equity', 'NROM US Equity', 'STRL US Equity', 'VGZ US Equity', 'AMSWA US Equity', 'CHCR US Equity', 'AXR US Equity', 'NIMU US Equity','RELV US Equity','RGEN US Equity', 'CVA US Equity', 'BIIB US Equity', 'DBD US Equity', 'IEC US Equity', 'IHT US Equity')
# Creating portfolio by filtering my stocks tsibble by my list of stocks
portfolio <- stocks |>
filter(ticker %in% stocks_port)
# Drop unused factor levels in ticker
portfolio$ticker <- droplevels(portfolio$ticker)
levels(portfolio$ticker) [1] "AIG US Equity" "AMSWA US Equity" "AXR US Equity" "BIIB US Equity"
[5] "CHCR US Equity" "CRK US Equity" "CVA US Equity" "DBD US Equity"
[9] "GSS US Equity" "IEC US Equity" "IHT US Equity" "IMCI US Equity"
[13] "MUX US Equity" "NIMU US Equity" "NROM US Equity" "RELV US Equity"
[17] "RGEN US Equity" "STRL US Equity" "VGZ US Equity" "ZIXI US Equity" Now, checking for duplicates
portfolio |>
count(date, ticker) |> # Counting the number of date and ticker combinations
filter(n > 1) # Keeping all the combinations that occur more than once| date | ticker | n |
|---|
We can see that 0 rows have been retained, which means there are no duplicates.
Assesing Missing Values
Checking the count and proportion of missing values
missing_names <- colSums(is.na(portfolio)) |> # Sum the number of null values in each column
data.frame() |> # Convert to DataFrame
rownames_to_column("column name") |> # Creating a column, "column name" and putting all row names in it
`colnames<-` (c("column name", "missing_count")) |> # Changing column names to "column name" and "missing_count"
mutate(missing_proportion = (missing_count / nrow(portfolio)) * 100) |> # Calculating the percentage of missing values and saving it in a column called 'missing_proportion'
filter(missing_proportion > 0) |> # Only show features with missing values
arrange(desc(missing_proportion)) # Filter in descending order
missing_names # Show the DataFrame| column name | missing_count | missing_proportion |
|---|---|---|
| ghg_s3 | 6233 | 95.1457793 |
| ghg_s1 | 6130 | 93.5735002 |
| ghg_s2 | 6130 | 93.5735002 |
| debt_to_equity | 1176 | 17.9514578 |
| price_to_book | 1105 | 16.8676538 |
| profitability | 748 | 11.4181041 |
| revenue | 362 | 5.5258739 |
| market_cap | 53 | 0.8090368 |
| volatility | 8 | 0.1221188 |
Conclusion
Overall remarks: There is very significant number of missing values in the ghg_s1-s3 (> 93% in all three). Debt to equity, price to book, and profitability have some missing values, but not significant amounts. Revenue and volatility, there are very missing values.
Imputation Strategies: 1. In this situation it is not ideal to impute such a high number of missing values because the data will represent too much synthetic data (ghg1-3). For these three columns, I will drop them and continue my analysis with out them. Neural networks can function with missing data, therefore I will retain the small percentage of NA values in the non ghg columns. Since my Dataset is relatively small with only 20 stocks I want to retain as many rows as possible. For further analysis, I will impute the few missing values present in the internal descriptors of the tickers. I will use KNN, because it will use distances to impute which I believe is more logical than other standard forms of imputation(mean, median, mode).
# Removing all three ghg columns
portfolio <- portfolio |>
select(!starts_with("ghg_"), -year) # Backwards selecting year since it was created earlier and using the starts with function to select all three ghg columns
# Specify the columns with missing data
columns_with_missing <- c("market_cap", "price_to_book", "debt_to_equity", "profitability", "volatility", "revenue")
# Ensure the columns with missing data are numeric
portfolio[columns_with_missing] <- lapply(portfolio[columns_with_missing], function(x) as.numeric(as.character(x)))
# Ensure the data frame is properly formatted
portfolio <- as.data.frame(portfolio)
# Preprocess the data using KNN imputation
preProcess_model <- preProcess(portfolio[columns_with_missing], method = "knnImpute")
# Apply the imputation to the portfolio data frame
portfolio_imputed <- predict(preProcess_model, portfolio[columns_with_missing])
# Combine the imputed columns back with the original data frame
portfolio[columns_with_missing] <- portfolio_imputed
# checking imputation
summary(portfolio) ticker date price
AIG US Equity : 328 Min. :1995-12-29 Min. : 0.0001
AMSWA US Equity: 328 1st Qu.:2002-09-30 1st Qu.: 1.9900
AXR US Equity : 328 Median :2009-07-31 Median : 6.5078
BIIB US Equity : 328 Mean :2009-08-08 Mean : 48.4852
CHCR US Equity : 328 3rd Qu.:2016-05-31 3rd Qu.: 23.0900
CRK US Equity : 328 Max. :2023-03-31 Max. :1734.4184
(Other) :4583
market_cap price_to_book debt_to_equity
Min. :-0.257698 Min. :-0.102466 Min. :-0.08148
1st Qu.:-0.257086 1st Qu.:-0.095265 1st Qu.:-0.08119
Median :-0.253793 Median :-0.088479 Median :-0.07351
Mean : 0.003063 Mean : 0.004739 Mean : 0.05074
3rd Qu.:-0.232371 3rd Qu.:-0.075152 3rd Qu.:-0.05265
Max. : 8.786772 Max. :25.738927 Max. :20.64256
profitability volatility revenue return
Min. :-21.206443 Min. :-0.59033 Min. :-4.164892 Min. :-0.99160
1st Qu.: 0.054326 1st Qu.:-0.35033 1st Qu.:-0.204335 1st Qu.:-0.09259
Median : 0.054479 Median :-0.19866 Median :-0.201867 Median : 0.00000
Mean : -0.008802 Mean : 0.00620 Mean :-0.007368 Mean : 0.02138
3rd Qu.: 0.054531 3rd Qu.: 0.07572 3rd Qu.:-0.188479 3rd Qu.: 0.08438
Max. : 0.094966 Max. :32.35435 Max. :15.851577 Max. : 3.71760
# i will convert the data back to a tsibble.
portfolio <- as_tsibble(portfolio, index = "date", key = "ticker")
class(portfolio)[1] "tbl_ts" "tbl_df" "tbl" "data.frame"Visualization of the Portfolio
Time plots
Simple time plots for each stock in the portfolio I will first visualize the prices over time for each ticker in portfolio
# creating a frame with only price, ticker, and date for simplicity
portfolio_prices <- portfolio |>
select(ticker, date, price)
# Creating a vector of colors so that each plot (ticker) has a different color line
colors <- c('#1f77b4', '#ff7f0e', '#2ca02c', '#d62728', '#9467bd',
'#8c564b', '#e377c2', '#7f7f7f', '#bcbd22', '#17becf',
'#1f77b4', '#ff7f0e', '#2ca02c', '#d62728', '#9467bd',
'#8c564b', '#e377c2', '#7f7f7f', '#bcbd22', '#17becf')
# Loop through each ticker and create individual plots
for (i in seq_along(stocks_port)) {
ticker <- stocks_port[i]
color <- colors[i]
ticker_data <- portfolio_prices |>
filter(ticker == !!ticker) |>
select(date, price)
ticker_xts <- as.xts(ticker_data$price, order.by = ticker_data$date)
colnames(ticker_xts) <- ticker
# Create the Highcharts plot for the current ticker
hc <- highchart(type = "stock") |>
hc_title(text = paste("Price of", ticker)) |>
hc_add_series(ticker_xts, color = color) |>
hc_tooltip(pointFormat = '{series.name}: {point.y:.2f}') |>
hc_yAxis(title = list(text = "Price"), opposite = FALSE) |>
hc_xAxis(type = "datetime")
# Print plots
print(hc)
}Here is an aggregated (Average) view of the portfolios prices over time
# Calculate the average price for each date
average_prices <- portfolio_prices |>
index_by(date) |>
summarise(average_price = mean(price, na.rm = TRUE))
# Convert to xts object for Highcharts
average_prices_xts <- as.xts(average_prices$average_price, order.by = average_prices$date)
colnames(average_prices_xts) <- "Average Price"
# Check the result of average_prices_xts
print(average_prices_xts) Average.Price
1995-12-29 5.215971
1995-12-31 92.433958
1996-01-31 66.999300
1996-02-29 82.140855
1996-03-29 4.930171
1996-03-31 125.568614
1996-04-30 72.885007
1996-05-31 99.428002
1996-06-28 4.461829
1996-06-30 180.091208
...
2022-07-31 8.747000
2022-08-31 30.586383
2022-09-30 31.689753
2022-10-31 33.160520
2022-11-30 34.504205
2022-12-30 7.425327
2022-12-31 62.669178
2023-01-31 37.546147
2023-02-28 35.635421
2023-03-31 34.941653# Create the Highcharts plot for the average price over time
hc <- highchart(type = "stock") |>
hc_title(text = "Average Price of Portfolio Stocks Over Time") |>
hc_add_series(average_prices_xts, name = "Average Price") |>
hc_tooltip(pointFormat = '{series.name}: {point.y:.2f}') |>
hc_yAxis(title = list(text = "Average Price"), opposite = FALSE) |>
hc_xAxis(type = "datetime")
# Print the plot
print(hc)Interpretation:
1. Individual Plots: We can see over the history that this portfolio is well diversified. Some stocks prices fall significantly over time (AIG US EQUITY, CHCR US EQUITY, GSS US EQUITY, IMCI US EQUITY, ). Other tickers prices increase significantly after 2014, such as RGEN US EQUITY, BIIB US EQUITY. Others increase in the early 2000s and stay relatively high and stable (CVA US EQUITY). Others have significant spikes and falls throughout the mid 2010s (MUX US EQUITY, CRK US EQUITY). This all shows 1. the diversity of the portflio, and 2. the fact that Prices are volatile and not stationary.
2. Overall trend: Looking at the aggregated prices over time, we can comment on the general trend of the portfolio with some specific observations. There is an initial high yet volatile price. then around 2002, the portfolio declines and then stabilizes. We can see the impact of the financial crisis on the portfolio which is characterized by a sharp decline. After 2010, we can see a more stable and lower average price. This indicates a more stable market environment. We do not see a significant decline as a result of COVID as we did with the 2008 crisis.
Now, I will visualize each tickers returns over time
# creating a frame with only returns, ticker, and date for simplicity.
portfolio_returns <- portfolio |>
select(ticker, date, return)
# Creating a vector of colors so that each plot (ticker) has a different color line
colors <- c('#1f77b4', '#ff7f0e', '#2ca02c', '#d62728', '#9467bd',
'#8c564b', '#e377c2', '#7f7f7f', '#bcbd22', '#17becf',
'#1f77b4', '#ff7f0e', '#2ca02c', '#d62728', '#9467bd',
'#8c564b', '#e377c2', '#7f7f7f', '#bcbd22', '#17becf')
# Loop through each ticker and create individual plots
# Loop through each ticker and create individual plots
for (i in seq_along(stocks_port)) {
ticker <- stocks_port[i]
color <- colors[i] # Ensure the correct color is assigned
ticker_data <- portfolio_returns |>
filter(ticker == !!ticker) |>
select(date, return)
ticker_xts <- as.xts(ticker_data$return, order.by = ticker_data$date)
colnames(ticker_xts) <- ticker
# Using Highchart to create a plot for each ticker
hc <- highchart(type = "stock") |>
hc_title(text = paste("Returns of", ticker)) |>
hc_add_series(ticker_xts, color = color) |> # Ensure the correct color is used
hc_tooltip(pointFormat = '{series.name}: {point.y:.3f}') |>
hc_yAxis(title = list(text = "Returns"), opposite = FALSE) |>
hc_xAxis(type = "datetime")
print(hc) # Displaying plots
}1. Individual Ticker Return Assessment: Here we can see a more ‘stationary’ view of each ticker through the stocks returns. Again, we see moments of relative stability and high volatility. Especially more volatility corresponding to moments of financial crisis (the dot com bubble, 2008, 2020).
- Note: Stationarity is a crucial assumption in time series analysis, as it simplifies modeling by ensuring that statistical properties remain constant over time. Transforming non-stationary data, such as stock returns, into a stationary form by removing trends or cyclical components improves the accuracy and reliability of predictive models, as these models are better equipped to handle data with consistent statistical properties. We must confirm stationary through a variety of tests. If the data is stationary, we can continue with our analysis. If it is not, we must differentiate the data.
Distribution of each of the tickers
Now I will analyze each tickers distribution of returns as some are more significantly volatile.
portfolio |>
ggplot(aes(x = return, fill = ticker)) +
geom_histogram(bins = 30, alpha = 0.7, position = "identity") +
facet_wrap(vars(ticker), scales = "free") +
theme_bw() +
theme(axis.title = element_blank(),
legend.position = "none") +
labs(title = "Histograms of Returns for Each Ticker",
x = "",
y = "")
Time Series Decomposition
I will decompose Prices and Returns get a better understanding of the underlying trends of my data. I chose to use prices to better understand seasonality and trends in a non stationary metric giving me direct interpretation. Likewise, the advantage of decomposing returns allows me to analyze a stationary metric and give me an additional insight into the volatility that is present.
I will choose the first 10/20 tickers to decompose both price and returns on.
I will only perform STL because: 1. The season window is adjustable 2. It is flexible with seasonality and can handle strengthening or weakening seasonality changes over time 3. No linear assumption 4. Equipt for non fixed periodicity 5. Robustness to outliers
- I will take the log of price for easier interpretation and because there are no negative prices.
STL Decompostion
# Select the first 10 tickers in the portfolio
selected_tickers <- head(stocks_port, 10)
# Function to perform STL decomposition and plot for a single ticker
decompose_and_plot_ticker <- function(data, ticker, variable_name, title) {
# Prepare the data for the selected ticker
ticker_data <- data |>
filter(ticker == !!ticker) |>
fill_gaps(.full = TRUE) |>
mutate(
price = na.interp(price), # Interpolate NA values in price (only for decomposition purposes)
log_price = log(price), # Log-transform prices
return = na.interp(return) # Interpolate NA values in return-- this is needed for function to run (although there are no missing values)
)
# STL decomposition
decomposition <- ticker_data |>
model(STL(!!sym(variable_name) ~ season(window = 25))) |> # adjusting window
components()
# Create and print decomposition plot
print(autoplot(decomposition) + ggtitle(title))
}
# call func to loop through each ticker from ticker vector and perform STL decomposition
for (ticker in selected_tickers)
{
# STL decomposition for log-transformed prices
decompose_and_plot_ticker(data = stocks, ticker = ticker, variable_name = "log_price", title = paste("STL Decomposition of Log-Transformed Prices for", ticker))
# STL decomposition for returns
decompose_and_plot_ticker(data = stocks, ticker = ticker, variable_name = "return", title = paste("STL Decomposition of Returns for", ticker))
}
STL Decomposition Return Interpretations STRL US EQUITY: - Relatively stable return but shows some volatility around 2008-2009. - The yearly seasonal component captures consistent patterns with peaks and troughs occurring at regular intervals each year. This suggests that there are annual seasonal effects in the returns, possibly due to factors like earnings reports, dividend payments, or other annual events. - The trend component shows the long-term movement in the return series after removing the seasonal effects and noise. we can still see a noticeable dip after the 2008 crisis followed by a phase of recovery. - Weekly seasonal patterns are weakly captured. - The remainder component captures the random noise or variations not explained by the trend and seasonal components. After 2010, the remainder appears to stabilize with some fluctuations. However, it is clear there is noise in the data.
VGZ US EQUITY: - We see a repetitive cyclical pattern in the yearly seasonal composition. - The price component shows shows some fluctuations but compared to other tickers it is much more stable around 0. - Weekly seasonal patterns are weakly captured. - The remainder component represents the residual or noise in the data. It captures any fluctuations in the returns that are not explained by the trend or seasonality. - The trend component shows many small positive fluctuations and 2 larger declines (2008 and 2013).
STL Decomposition Log-Price Interpretations STRL US EQUITY: - We can see the stock price has significantly increased over time with some fluctuations and stabilization after the mid 2000s. We can say that the price increased throughout this period by ~ 2612.7%. %ΔPrice=(e^3.5 /e^0.2 − 1) x 100 - The trend shows the stock is moving in an overall positive direction, as it increases throughout the years and is reflective of the log-price component. - We can see distinct yearly cycles with a small magnitude indicating weak seasonality. - The weekly seasonal component is weak. However, there are some sharp peaks which indicates some systematic weekly behavior. - The remainder is relatively stable, but there are occasional spikes, potentially corresponding to major market shocks or company-specific news.
VGZ US EQUITY: - In comparison to the returns, we can see that the yearly seasonality is more pronounced. - The price is very reflective of the trend with more volatility. We can say that from 1995 to 2022, where the log price went from about 2.5 to close to 0, the price decreased ~ 91%, which is very significant. %ΔPrice= (e^0 / e^2.5 - 1 ) x 100 - The weekly seasonal pattern is very similar to the returns weekly composition. The weekly seasonality shows - The trend component reflects a significant decline from 1995 to the early 2000s and stable and low long term movement with a small decline in the mid 2010s. - We can see a lot of noise in the remainder (many irregular fluctuations) which asserts a level of market instability.
Overall, it was interesting to look at both price and return decomposition as they showed slightly different aspects about the ticker in the market.
Taking the log of price before decomposition allowed for better assessment of yearly seasonality. I previously decomposed without taking the log and the seasonality was much more heterskedastic.
Determining Stationarity
Tests for Stationarity:
1. Augmented Dickey-Fuller test (ADF) H₀: The time series is non-stationary. H₁: The time series is stationary.
# Checking stationarity for price, volatility, returns
# Extracting the return column as a vector
return_vector <- portfolio$return
# Run the ADF test
adf_result <- adf.test(return_vector)Warning in adf.test(return_vector): p-value smaller than printed p-value# show the results
adf_result
Augmented Dickey-Fuller Test
data: return_vector
Dickey-Fuller = -19.599, Lag order = 18, p-value = 0.01
alternative hypothesis: stationaryADF test conclusion: Given the very small p-value (much smaller than 0.05), the null hypothesis can be rejected that the series has a unit root, meaning that the series is stationary. The lag order is 66 which means the test used 66 lags of the differenced series. The large negative value of the ADF test statistic indicates strong evidence against the null hypothesis.
2. Kwiatkowski-Phillips-Schmidt-Shin (KPSS) test, which tests for stationarity around a deterministic trend. H₀: The series is stationary around a mean or trend. H₁: The series is non-stationary.
# Conduct KPSS test
kpss_result <- kpss.test(return_vector)Warning in kpss.test(return_vector): p-value greater than printed p-value# Show KPSS results
kpss_result
KPSS Test for Level Stationarity
data: return_vector
KPSS Level = 0.19113, Truncation lag parameter = 11, p-value = 0.1KPSS test conclusion: The P-value is 0.1 which is > 0.05. This suggests failure to reject H₀, implying the data is stationary.
AutoCorrelation and Partial AutoCorrelation
Autocorrelation measures the correlation of a time series with its lagged values.
Autocorrelation Tests
Durbin-Watson Test H₀: There is no autocorrelation in the residuals. H₁: Residuals exhibit autocorrelation.
# saving the test in a variable
dw <- lm(return_vector ~ seq_along(return_vector))
# 2-sided Durbin-Watson test
dwtest(dw)
Durbin-Watson test
data: dw
DW = 2.0934, p-value = 0.9999
alternative hypothesis: true autocorrelation is greater than 0Interpretation: The p-value indicates there is no autocorrelation of residuals. The Durbin-Watson Statistic (d) is between a range of 0-4. In our case, d≈2 which further confirms our null hypothesis: no autocorrelation.
Ljung-Box Test: H₀: There is significant autocorrelation at the specified lags H₁: No significant autocorrelation at the tested lags
# test at lag 1
Box.test(return_vector, type = "Ljung-Box")
Box-Ljung test
data: return_vector
X-squared = 14.174, df = 1, p-value = 0.0001666# test at lag 12 (choosing 12 because I have monthly data)
Box.test(return_vector, type = "Ljung-Box", lag = 12)
Box-Ljung test
data: return_vector
X-squared = 27.249, df = 12, p-value = 0.007113Interpretation: The p-value at lag= 1 and lag = 12 are significantly smaller than p = 0.05, meaning from lag 1-12 there is statistically significant autocorrelation. This result suggests that there is a time-dependent structure in the data.
ACF Plot of Returns
# Plot ACF for a time series
acf(return_vector, main = "ACF of Returns")
Interpretation: At lag 0, the autocorrelation is always 1 because a series is perfectly correlated with itself. For this series, the bars at all other lags are within the confidence bounds, indicating no statistically significant autocorrelation for lags greater than 0. We see constant autocorrelation over time.
The ACF plot shows exponential decay, asserting an autoregressive process.
# Calculate ACF for each stock and organize the results into a tidy format
portfolio_acf <- portfolio |>
na.omit() |> # Remove rows with NA values
group_split(ticker) |> # Split by ticker
map(~ {
if (nrow(.x) > 0) { # Check if the data frame has rows
acf_result <- acf(.x$return, plot = FALSE) # Calculate ACF only if there are observations
data.frame(lag = acf_result$lag, acf = acf_result$acf, ci = qnorm(0.975) / sqrt(acf_result$n.used))
} else {
data.frame(lag = numeric(), acf = numeric(), ci = numeric()) # Return an empty data frame if no observations
}
}) |>
bind_rows(.id = "ticker") # Combine results into a data frame
# Print the resulting data frame
print(portfolio_acf) ticker lag acf ci
1 1 0 1.0000000000 0.1082209
2 1 1 -0.0567044700 0.1082209
3 1 2 -0.1341883429 0.1082209
4 1 3 -0.0170823876 0.1082209
5 1 4 0.1196195433 0.1082209
6 1 5 0.2697224546 0.1082209
7 1 6 -0.2094798217 0.1082209
8 1 7 -0.0166910796 0.1082209
9 1 8 -0.0292447607 0.1082209
10 1 9 0.0173277145 0.1082209
11 1 10 -0.0956560608 0.1082209
12 1 11 -0.1229519411 0.1082209
13 1 12 0.0017011927 0.1082209
14 1 13 0.0360001665 0.1082209
15 1 14 -0.0605322928 0.1082209
16 1 15 -0.0444313055 0.1082209
17 1 16 0.1334523760 0.1082209
18 1 17 -0.0895605168 0.1082209
19 1 18 -0.0448198408 0.1082209
20 1 19 -0.0138968811 0.1082209
21 1 20 0.0092807572 0.1082209
22 1 21 -0.0062056197 0.1082209
23 1 22 -0.0554575025 0.1082209
24 1 23 -0.0029276844 0.1082209
25 1 24 -0.0328744724 0.1082209
26 1 25 -0.0538554365 0.1082209
27 2 0 1.0000000000 0.1082209
28 2 1 0.0586707146 0.1082209
29 2 2 -0.1125822595 0.1082209
30 2 3 0.0366521475 0.1082209
31 2 4 -0.0465072383 0.1082209
32 2 5 -0.1245864962 0.1082209
33 2 6 0.0793291857 0.1082209
34 2 7 0.1553833266 0.1082209
35 2 8 -0.1045326469 0.1082209
36 2 9 -0.0629733677 0.1082209
37 2 10 -0.0092055268 0.1082209
38 2 11 -0.1069614304 0.1082209
39 2 12 -0.1438298437 0.1082209
40 2 13 0.0903130435 0.1082209
41 2 14 -0.0321572531 0.1082209
42 2 15 -0.1726472907 0.1082209
43 2 16 -0.0558162225 0.1082209
44 2 17 0.0210428631 0.1082209
45 2 18 -0.1033982312 0.1082209
46 2 19 -0.0499801478 0.1082209
47 2 20 0.0391541778 0.1082209
48 2 21 -0.0015440462 0.1082209
49 2 22 0.0125003870 0.1082209
50 2 23 0.0502737632 0.1082209
51 2 24 0.0796715915 0.1082209
52 2 25 0.0105215204 0.1082209
53 3 0 1.0000000000 0.1082209
54 3 1 -0.1439617753 0.1082209
55 3 2 -0.0114613808 0.1082209
56 3 3 0.1901931422 0.1082209
57 3 4 -0.0981296532 0.1082209
58 3 5 0.0042510166 0.1082209
59 3 6 -0.0425531749 0.1082209
60 3 7 0.0395041378 0.1082209
61 3 8 0.0227770297 0.1082209
62 3 9 -0.0473282068 0.1082209
63 3 10 -0.0259763754 0.1082209
64 3 11 -0.1093428708 0.1082209
65 3 12 -0.0083935440 0.1082209
66 3 13 -0.0388932820 0.1082209
67 3 14 -0.0465852413 0.1082209
68 3 15 0.0643588496 0.1082209
69 3 16 -0.0055448678 0.1082209
70 3 17 0.0264781169 0.1082209
71 3 18 0.0187698846 0.1082209
72 3 19 -0.0242439738 0.1082209
73 3 20 0.0405325241 0.1082209
74 3 21 0.0121661926 0.1082209
75 3 22 -0.0046126568 0.1082209
76 3 23 0.0596682218 0.1082209
77 3 24 0.0033131658 0.1082209
78 3 25 -0.0510980674 0.1082209
79 4 0 1.0000000000 0.1082209
80 4 1 0.0216309093 0.1082209
81 4 2 -0.0331929683 0.1082209
82 4 3 -0.1057959047 0.1082209
83 4 4 0.0305497646 0.1082209
84 4 5 -0.0418932644 0.1082209
85 4 6 0.1341633352 0.1082209
86 4 7 -0.0022726330 0.1082209
87 4 8 0.0918515001 0.1082209
88 4 9 -0.0570964865 0.1082209
89 4 10 0.0795642095 0.1082209
90 4 11 0.0649892705 0.1082209
91 4 12 -0.0540553932 0.1082209
92 4 13 -0.0222665328 0.1082209
93 4 14 0.0320638815 0.1082209
94 4 15 0.0536575941 0.1082209
95 4 16 0.0378610075 0.1082209
96 4 17 0.0840500697 0.1082209
97 4 18 0.0073907559 0.1082209
98 4 19 -0.1107851217 0.1082209
99 4 20 -0.0521101759 0.1082209
100 4 21 0.0784791690 0.1082209
101 4 22 0.0827827233 0.1082209
102 4 23 0.0580305265 0.1082209
103 4 24 -0.0586216953 0.1082209
104 4 25 0.0690296514 0.1082209
105 5 0 1.0000000000 0.1082209
106 5 1 -0.0917040224 0.1082209
107 5 2 0.0060470535 0.1082209
108 5 3 0.0456062808 0.1082209
109 5 4 -0.0619094785 0.1082209
110 5 5 -0.0897066770 0.1082209
111 5 6 0.0283011900 0.1082209
112 5 7 0.0709512577 0.1082209
113 5 8 -0.0350471530 0.1082209
114 5 9 -0.0676705941 0.1082209
115 5 10 0.0066441132 0.1082209
116 5 11 -0.0204536732 0.1082209
117 5 12 0.0746577522 0.1082209
118 5 13 0.0821404150 0.1082209
119 5 14 0.0216327471 0.1082209
120 5 15 -0.0773750300 0.1082209
121 5 16 0.1016477861 0.1082209
122 5 17 -0.0151961698 0.1082209
123 5 18 -0.0047646467 0.1082209
124 5 19 -0.0563017969 0.1082209
125 5 20 -0.0429777781 0.1082209
126 5 21 -0.0295425403 0.1082209
127 5 22 0.0106671018 0.1082209
128 5 23 0.0480402946 0.1082209
129 5 24 0.0376376503 0.1082209
130 5 25 0.0084370331 0.1082209
131 6 0 1.0000000000 0.1082209
132 6 1 -0.1825211346 0.1082209
133 6 2 0.0613709374 0.1082209
134 6 3 -0.0245003404 0.1082209
135 6 4 0.0588252406 0.1082209
136 6 5 -0.0408678129 0.1082209
137 6 6 0.0166348136 0.1082209
138 6 7 -0.0133373504 0.1082209
139 6 8 -0.0976415338 0.1082209
140 6 9 -0.1500279797 0.1082209
141 6 10 0.0716823897 0.1082209
142 6 11 -0.0468675741 0.1082209
143 6 12 0.0005080715 0.1082209
144 6 13 0.0312178395 0.1082209
145 6 14 0.1121043374 0.1082209
146 6 15 -0.1044243185 0.1082209
147 6 16 0.0605952403 0.1082209
148 6 17 0.0892160864 0.1082209
149 6 18 -0.0409874958 0.1082209
150 6 19 0.0028852326 0.1082209
151 6 20 -0.0076893341 0.1082209
152 6 21 -0.0253826468 0.1082209
153 6 22 -0.0880062541 0.1082209
154 6 23 0.0073342114 0.1082209
155 6 24 -0.0430424435 0.1082209
156 6 25 -0.0479706537 0.1082209
157 7 0 1.0000000000 0.1087192
158 7 1 0.0837203528 0.1087192
159 7 2 0.0814123006 0.1087192
160 7 3 0.1237478176 0.1087192
161 7 4 -0.0526455871 0.1087192
162 7 5 0.0088234975 0.1087192
163 7 6 0.0419070667 0.1087192
164 7 7 -0.0267107702 0.1087192
165 7 8 0.0475644373 0.1087192
166 7 9 0.0209246034 0.1087192
167 7 10 0.0224963811 0.1087192
168 7 11 -0.0241036856 0.1087192
169 7 12 -0.0324168276 0.1087192
170 7 13 -0.0489617354 0.1087192
171 7 14 0.0366078305 0.1087192
172 7 15 -0.0149631518 0.1087192
173 7 16 0.0062966765 0.1087192
174 7 17 -0.0032456670 0.1087192
175 7 18 -0.0565420994 0.1087192
176 7 19 -0.0705111335 0.1087192
177 7 20 0.0774473211 0.1087192
178 7 21 -0.0285068859 0.1087192
179 7 22 0.0511305690 0.1087192
180 7 23 0.1439599293 0.1087192
181 7 24 -0.0115138207 0.1087192
182 7 25 0.0670977050 0.1087192
183 8 0 1.0000000000 0.1082209
184 8 1 0.1077672740 0.1082209
185 8 2 -0.1591611832 0.1082209
186 8 3 -0.1031643705 0.1082209
187 8 4 -0.0119854221 0.1082209
188 8 5 0.0674866532 0.1082209
189 8 6 0.0029113356 0.1082209
190 8 7 -0.0114335723 0.1082209
191 8 8 -0.1595756497 0.1082209
192 8 9 -0.0425324755 0.1082209
193 8 10 0.0230346443 0.1082209
194 8 11 0.0252529948 0.1082209
195 8 12 -0.0192986063 0.1082209
196 8 13 -0.0418714139 0.1082209
197 8 14 -0.0130488288 0.1082209
198 8 15 -0.0313535856 0.1082209
199 8 16 0.0367792202 0.1082209
200 8 17 0.0824396694 0.1082209
201 8 18 0.0414065316 0.1082209
202 8 19 -0.0565645027 0.1082209
203 8 20 -0.0730141972 0.1082209
204 8 21 -0.0185500042 0.1082209
205 8 22 -0.0132710346 0.1082209
206 8 23 0.0171950904 0.1082209
207 8 24 0.0555785443 0.1082209
208 8 25 0.0480183045 0.1082209
209 9 0 1.0000000000 0.1082209
210 9 1 -0.0429776433 0.1082209
211 9 2 -0.0315764835 0.1082209
212 9 3 0.0086615464 0.1082209
213 9 4 0.0613879522 0.1082209
214 9 5 0.0686287971 0.1082209
215 9 6 -0.0488667542 0.1082209
216 9 7 0.0198151956 0.1082209
217 9 8 0.0027799334 0.1082209
218 9 9 -0.0400090401 0.1082209
219 9 10 0.0107060425 0.1082209
220 9 11 0.0218874761 0.1082209
221 9 12 -0.0031450090 0.1082209
222 9 13 0.0119257018 0.1082209
223 9 14 -0.1112829026 0.1082209
224 9 15 0.0676079397 0.1082209
225 9 16 -0.0031751933 0.1082209
226 9 17 -0.0186799487 0.1082209
227 9 18 0.0307571449 0.1082209
228 9 19 -0.0732952621 0.1082209
229 9 20 0.0287454245 0.1082209
230 9 21 0.0162878769 0.1082209
231 9 22 -0.0049124914 0.1082209
232 9 23 -0.0697785702 0.1082209
233 9 24 0.0190500488 0.1082209
234 9 25 0.0236881036 0.1082209
235 10 0 1.0000000000 0.1087192
236 10 1 -0.1388619923 0.1087192
237 10 2 0.1110718808 0.1087192
238 10 3 -0.0048514076 0.1087192
239 10 4 0.1384706633 0.1087192
240 10 5 -0.0404333603 0.1087192
241 10 6 0.0484909483 0.1087192
242 10 7 -0.0414719762 0.1087192
243 10 8 0.0159235469 0.1087192
244 10 9 -0.0540740098 0.1087192
245 10 10 -0.0586152166 0.1087192
246 10 11 -0.0411470870 0.1087192
247 10 12 -0.0470358367 0.1087192
248 10 13 0.0394561994 0.1087192
249 10 14 -0.0371463886 0.1087192
250 10 15 -0.1032055839 0.1087192
251 10 16 -0.0705428907 0.1087192
252 10 17 -0.1136011362 0.1087192
253 10 18 -0.0204190198 0.1087192
254 10 19 0.0450195659 0.1087192
255 10 20 -0.0741881572 0.1087192
256 10 21 0.0220595266 0.1087192
257 10 22 0.1726202888 0.1087192
258 10 23 -0.1413163774 0.1087192
259 10 24 0.0968382616 0.1087192
260 10 25 -0.1240393999 0.1087192
261 11 0 1.0000000000 0.1082209
262 11 1 -0.1102362693 0.1082209
263 11 2 -0.1127718318 0.1082209
264 11 3 -0.0337314217 0.1082209
265 11 4 0.0798433792 0.1082209
266 11 5 0.0031140743 0.1082209
267 11 6 -0.0253843065 0.1082209
268 11 7 -0.0480754457 0.1082209
269 11 8 0.0439069227 0.1082209
270 11 9 0.0753681819 0.1082209
271 11 10 -0.0712726618 0.1082209
272 11 11 -0.0083229197 0.1082209
273 11 12 -0.0177367447 0.1082209
274 11 13 -0.0061423519 0.1082209
275 11 14 -0.0278330616 0.1082209
276 11 15 -0.0354809740 0.1082209
277 11 16 0.0093670024 0.1082209
278 11 17 -0.0254534370 0.1082209
279 11 18 -0.0689967676 0.1082209
280 11 19 0.0486851665 0.1082209
281 11 20 0.0603751338 0.1082209
282 11 21 -0.0337857668 0.1082209
283 11 22 -0.0285730432 0.1082209
284 11 23 -0.0308709812 0.1082209
285 11 24 -0.0297977948 0.1082209
286 11 25 0.0174095876 0.1082209
287 12 0 1.0000000000 0.1082209
288 12 1 -0.1405487361 0.1082209
289 12 2 0.0273955606 0.1082209
290 12 3 -0.0111663336 0.1082209
291 12 4 -0.0271565613 0.1082209
292 12 5 0.0196332745 0.1082209
293 12 6 0.0221100337 0.1082209
294 12 7 -0.0121399117 0.1082209
295 12 8 0.0140281746 0.1082209
296 12 9 0.0626141973 0.1082209
297 12 10 0.0448311306 0.1082209
298 12 11 -0.0562805173 0.1082209
299 12 12 -0.0185856297 0.1082209
300 12 13 0.0927298764 0.1082209
301 12 14 0.0267429063 0.1082209
302 12 15 -0.0284496541 0.1082209
303 12 16 -0.0279599810 0.1082209
304 12 17 0.0161384514 0.1082209
305 12 18 -0.0776159906 0.1082209
306 12 19 0.0154500284 0.1082209
307 12 20 -0.0544146787 0.1082209
308 12 21 -0.0639071695 0.1082209
309 12 22 0.0847024099 0.1082209
310 12 23 -0.0598157941 0.1082209
311 12 24 0.0499710005 0.1082209
312 12 25 -0.0488629605 0.1082209
313 13 0 1.0000000000 0.1082209
314 13 1 -0.0220528852 0.1082209
315 13 2 0.0815269795 0.1082209
316 13 3 0.0115027015 0.1082209
317 13 4 0.0877960232 0.1082209
318 13 5 0.0703109827 0.1082209
319 13 6 0.0026131955 0.1082209
320 13 7 0.0246105017 0.1082209
321 13 8 -0.0339309518 0.1082209
322 13 9 -0.0160932474 0.1082209
323 13 10 -0.0591596062 0.1082209
324 13 11 -0.0168740665 0.1082209
325 13 12 -0.0618026077 0.1082209
326 13 13 -0.0263435494 0.1082209
327 13 14 -0.0428100595 0.1082209
328 13 15 -0.0918826563 0.1082209
329 13 16 -0.0419991211 0.1082209
330 13 17 -0.0410810708 0.1082209
331 13 18 0.0380138459 0.1082209
332 13 19 -0.0014836619 0.1082209
333 13 20 0.0619874896 0.1082209
334 13 21 -0.0299187677 0.1082209
335 13 22 0.1354283878 0.1082209
336 13 23 -0.0356937752 0.1082209
337 13 24 0.0146848683 0.1082209
338 13 25 -0.0103913262 0.1082209
339 14 0 1.0000000000 0.1082209
340 14 1 0.1216815823 0.1082209
341 14 2 -0.0100280824 0.1082209
342 14 3 -0.0375729974 0.1082209
343 14 4 0.0156995695 0.1082209
344 14 5 0.0374344692 0.1082209
345 14 6 -0.0133541595 0.1082209
346 14 7 -0.0638091982 0.1082209
347 14 8 -0.0153205204 0.1082209
348 14 9 -0.0995793695 0.1082209
349 14 10 -0.0276203057 0.1082209
350 14 11 0.0553946154 0.1082209
351 14 12 -0.0030412263 0.1082209
352 14 13 -0.0395910018 0.1082209
353 14 14 -0.0356965184 0.1082209
354 14 15 -0.0511858861 0.1082209
355 14 16 0.0365423588 0.1082209
356 14 17 0.0481384608 0.1082209
357 14 18 0.0747347669 0.1082209
358 14 19 0.0055860148 0.1082209
359 14 20 0.0029964651 0.1082209
360 14 21 -0.0195536963 0.1082209
361 14 22 -0.0992154345 0.1082209
362 14 23 -0.0196876345 0.1082209
363 14 24 0.0220237567 0.1082209
364 14 25 0.0313132060 0.1082209
365 15 0 1.0000000000 0.1082209
366 15 1 -0.0034308358 0.1082209
367 15 2 -0.0015960206 0.1082209
368 15 3 -0.0622923476 0.1082209
369 15 4 0.1213310395 0.1082209
370 15 5 -0.0207980933 0.1082209
371 15 6 0.0865713761 0.1082209
372 15 7 -0.0204629663 0.1082209
373 15 8 -0.0336776430 0.1082209
374 15 9 -0.0399442773 0.1082209
375 15 10 0.1151047370 0.1082209
376 15 11 0.0534835765 0.1082209
377 15 12 -0.0078536945 0.1082209
378 15 13 -0.1437831579 0.1082209
379 15 14 -0.0447581199 0.1082209
380 15 15 -0.0084354894 0.1082209
381 15 16 -0.0582457685 0.1082209
382 15 17 -0.1274462993 0.1082209
383 15 18 -0.0658561487 0.1082209
384 15 19 -0.0378945545 0.1082209
385 15 20 0.0396383125 0.1082209
386 15 21 -0.1050920328 0.1082209
387 15 22 -0.0405337812 0.1082209
388 15 23 -0.1276939773 0.1082209
389 15 24 -0.0139399680 0.1082209
390 15 25 -0.0649162221 0.1082209
391 16 0 1.0000000000 0.1082209
392 16 1 -0.1096155096 0.1082209
393 16 2 0.0230648884 0.1082209
394 16 3 -0.0504259237 0.1082209
395 16 4 0.1187961958 0.1082209
396 16 5 -0.0106627987 0.1082209
397 16 6 -0.0114613582 0.1082209
398 16 7 -0.0064243251 0.1082209
399 16 8 0.0658540405 0.1082209
400 16 9 -0.0340762425 0.1082209
401 16 10 0.0396345720 0.1082209
402 16 11 -0.1120929559 0.1082209
403 16 12 0.0394617199 0.1082209
404 16 13 -0.0373157748 0.1082209
405 16 14 0.0707900324 0.1082209
406 16 15 -0.0196795575 0.1082209
407 16 16 0.0333894192 0.1082209
408 16 17 -0.0473976098 0.1082209
409 16 18 0.0368977728 0.1082209
410 16 19 -0.0624221114 0.1082209
411 16 20 0.0376569844 0.1082209
412 16 21 -0.0055359478 0.1082209
413 16 22 0.0004377954 0.1082209
414 16 23 -0.0002756786 0.1082209
415 16 24 0.0217272464 0.1082209
416 16 25 -0.0335891479 0.1082209
417 17 0 1.0000000000 0.1082209
418 17 1 -0.0558849903 0.1082209
419 17 2 -0.1675598514 0.1082209
420 17 3 -0.0356573655 0.1082209
421 17 4 0.1004858681 0.1082209
422 17 5 0.0113770132 0.1082209
423 17 6 -0.0678170804 0.1082209
424 17 7 0.0604013790 0.1082209
425 17 8 -0.0169258164 0.1082209
426 17 9 -0.0660684568 0.1082209
427 17 10 -0.0635633478 0.1082209
428 17 11 0.1968934430 0.1082209
429 17 12 0.0010517191 0.1082209
430 17 13 -0.1033771537 0.1082209
431 17 14 -0.0475675150 0.1082209
432 17 15 0.0758585542 0.1082209
433 17 16 -0.0367852848 0.1082209
434 17 17 -0.0149713426 0.1082209
435 17 18 0.0088255998 0.1082209
436 17 19 -0.0641786781 0.1082209
437 17 20 -0.0527285710 0.1082209
438 17 21 0.0485585242 0.1082209
439 17 22 0.0373366898 0.1082209
440 17 23 0.0034493230 0.1082209
441 17 24 -0.0303139507 0.1082209
442 17 25 0.0001032462 0.1082209
443 18 0 1.0000000000 0.1082209
444 18 1 0.0453116935 0.1082209
445 18 2 -0.1270468982 0.1082209
446 18 3 -0.0425344554 0.1082209
447 18 4 -0.0296763454 0.1082209
448 18 5 -0.0987952289 0.1082209
449 18 6 -0.0720666057 0.1082209
450 18 7 0.0731337994 0.1082209
451 18 8 0.0835154282 0.1082209
452 18 9 -0.0787870469 0.1082209
453 18 10 0.0868202356 0.1082209
454 18 11 0.0828459113 0.1082209
455 18 12 -0.0582321814 0.1082209
456 18 13 -0.0363751653 0.1082209
457 18 14 0.0845349170 0.1082209
458 18 15 0.0237968684 0.1082209
459 18 16 -0.0758487646 0.1082209
460 18 17 -0.0374094790 0.1082209
461 18 18 0.0133509770 0.1082209
462 18 19 0.0394384219 0.1082209
463 18 20 0.0183964839 0.1082209
464 18 21 0.0048621541 0.1082209
465 18 22 -0.0061279431 0.1082209
466 18 23 0.0529888985 0.1082209
467 18 24 -0.0152562361 0.1082209
468 18 25 0.0151006245 0.1082209
469 19 0 1.0000000000 0.1082209
470 19 1 -0.1395059652 0.1082209
471 19 2 0.0374881371 0.1082209
472 19 3 -0.0139508341 0.1082209
473 19 4 0.0567957256 0.1082209
474 19 5 0.0040350462 0.1082209
475 19 6 -0.0328534437 0.1082209
476 19 7 0.0447221568 0.1082209
477 19 8 0.0108150742 0.1082209
478 19 9 -0.0598229846 0.1082209
479 19 10 0.0065870603 0.1082209
480 19 11 0.0476711766 0.1082209
481 19 12 0.0113836524 0.1082209
482 19 13 -0.0159156935 0.1082209
483 19 14 -0.0488169918 0.1082209
484 19 15 0.1607078916 0.1082209
485 19 16 -0.0722150929 0.1082209
486 19 17 0.0180047696 0.1082209
487 19 18 -0.0033706156 0.1082209
488 19 19 0.0433967112 0.1082209
489 19 20 -0.0867846091 0.1082209
490 19 21 -0.0421178038 0.1082209
491 19 22 0.0722263548 0.1082209
492 19 23 -0.0578751426 0.1082209
493 19 24 0.0317402592 0.1082209
494 19 25 -0.0078449763 0.1082209
495 20 0 1.0000000000 0.1087192
496 20 1 -0.0103854971 0.1087192
497 20 2 -0.0735386839 0.1087192
498 20 3 0.0024816600 0.1087192
499 20 4 0.0478702309 0.1087192
500 20 5 0.0423988811 0.1087192
501 20 6 0.0920017644 0.1087192
502 20 7 -0.0448289967 0.1087192
503 20 8 -0.0667952218 0.1087192
504 20 9 -0.0131070167 0.1087192
505 20 10 0.0697577899 0.1087192
506 20 11 0.0622205441 0.1087192
507 20 12 -0.0612012148 0.1087192
508 20 13 -0.0851247166 0.1087192
509 20 14 0.0687872121 0.1087192
510 20 15 0.0283411657 0.1087192
511 20 16 -0.0248761989 0.1087192
512 20 17 -0.0759115564 0.1087192
513 20 18 -0.1088740048 0.1087192
514 20 19 -0.0323654403 0.1087192
515 20 20 -0.0239453649 0.1087192
516 20 21 -0.0303788333 0.1087192
517 20 22 -0.0441581885 0.1087192
518 20 23 -0.0577550751 0.1087192
519 20 24 -0.0096854212 0.1087192
520 20 25 -0.0101296166 0.1087192portfolio_acf |>
filter(lag > 0, lag < 6) |> # Focus on lags 1 to 5
ggplot(aes(x = lag, y = acf, fill = ticker)) +
geom_col(position = "dodge") + # Create a dodged bar chart
theme_bw() + # Apply a clean theme
labs(
title = "Autocorrelation of Stock Returns",
x = "Lag",
y = "Autocorrelation",
fill = "Stock Ticker"
)
Observations: High Positive Autocorrelation: For example, the stock represented by the red color (AIG US Equity) shows a high positive autocorrelation at lag 5. This suggests that the returns of this stock at lag 5 are strongly positively correlated with its current returns. High Negative Autocorrelation: The stock represented by the dark green color (CRK US Equity) shows a high negative autocorrelation at lag 1. This suggests that the returns of this stock at lag 1 are strongly negatively correlated with its current returns. Fluctuations: The autocorrelation values fluctuate across different lags for each stock, indicating varying degrees of correlation between past and future returns at different time intervals.
Partial Autocorrelation
PACF: Measures the correlation between the series and its lag, adjusting for the intermediate lags.
pacf(return_vector, main="Partial Autocorrelation Function")
We can see a low PACF at 11 and 12 lags. We can see inconsistent intervals of larger spikes, which asserts stronger partial auto correlations. However, since they are not cyclical, I don’t think adding a separate lag to adjust for 6 month periods is helpful.
PCAF shows a slight gradual decay with many fluctuations and no clear cut off. Asserting more of a mixed model (ARMA) process.
Feature Engineering
Lag
Because my data is proven to have a time-dependent structure, I will lag return values in order to shift the time dependencies of the data. I am choosing to do 12 lags because in the decomposition, the yearly decomposition clearly showed cyclical annual patterns.
lagged_portfolio <- portfolio |> # saving into a new tsibble
group_by(ticker) |> # Group by ticker
mutate( # creating 12 lags
lag1 = lag(return, 1),
lag2 = lag(return, 2),
lag3 = lag(return, 3),
lag4 = lag(return, 4),
lag5 = lag(return, 5),
lag6 = lag(return, 6),
lag7 = lag(return, 7),
lag8 = lag(return, 8),
lag9 = lag(return, 9),
lag10 = lag(return, 10),
lag11 = lag(return, 11),
lag12 = lag(return, 12)
) |>
ungroup() # Ungroup after mutation
# Confirm returns were properly lagged
print(lagged_portfolio)# A tsibble: 6,551 x 22 [1D]
# Key: ticker [20]
ticker date price market_cap price_to_book debt_to_equity profitability
<fct> <date> <dbl> <dbl> <dbl> <dbl> <dbl>
1 AIG U… 1995-12-31 367. 1.48 -0.0919 -0.0570 0.0545
2 AIG U… 1996-01-31 385. 1.56 -0.0914 -0.0570 0.0545
3 AIG U… 1996-02-29 385. 1.56 -0.0914 -0.0570 0.0545
4 AIG U… 1996-03-31 372. 1.50 -0.0919 -0.0569 0.0545
5 AIG U… 1996-04-30 363. 1.46 -0.0921 -0.0569 0.0545
6 AIG U… 1996-05-31 374. 1.51 -0.0918 -0.0569 0.0545
7 AIG U… 1996-06-30 392. 1.59 -0.0916 -0.0547 0.0545
8 AIG U… 1996-07-31 374. 1.51 -0.0921 -0.0547 0.0545
9 AIG U… 1996-08-30 377. 1.51 -0.0920 -0.0547 0.0545
10 AIG U… 1996-09-30 400. 1.62 -0.0917 -0.0550 0.0545
# ℹ 6,541 more rows
# ℹ 15 more variables: volatility <dbl>, revenue <dbl>, return <dbl>,
# lag1 <dbl>, lag2 <dbl>, lag3 <dbl>, lag4 <dbl>, lag5 <dbl>, lag6 <dbl>,
# lag7 <dbl>, lag8 <dbl>, lag9 <dbl>, lag10 <dbl>, lag11 <dbl>, lag12 <dbl>Log Price
# replacing the price column with a log price
lagged_portfolio <- lagged_portfolio |>
mutate(log_price = log(price)) |> # Create a new column 'log_price'
select(-price) # remove old price colMoving Standard Deviation & Average
Incorporating Rolling Features in Neural Networks can have many benefits. It can reduce the noise in the input data which can lead to better generalization as well as enhance model ability to detect trends and volatility patterns.Thus, I will calculate Rolling Standard Deviation and Average which can make the unique trend and seasonal effects available for the model to learn from.
window_size <- 20 # Define the window size
lagged_portfolio <- lagged_portfolio |>
group_by(ticker) |> # Group by ticker
mutate(
MovingSD = slide_dbl(.x = return, sd, .before = window_size - 1, .complete = TRUE),
MovingMean = slide_dbl(.x = return, mean, .before = window_size - 1, .complete = TRUE)
) |>
ungroup() # Ungroup the data
# View the result
head(lagged_portfolio)| ticker | date | market_cap | price_to_book | debt_to_equity | profitability | volatility | revenue | return | lag1 | lag2 | lag3 | lag4 | lag5 | lag6 | lag7 | lag8 | lag9 | lag10 | lag11 | lag12 | log_price | MovingSD | MovingMean |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AIG US Equity | 1995-12-31 | 1.480185 | -0.0918675 | -0.0569754 | 0.0545461 | -0.4596817 | 0.6797411 | 0.0306408 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | 5.906320 | NA | NA |
| AIG US Equity | 1996-01-31 | 1.562382 | -0.0913522 | -0.0569754 | 0.0545446 | -0.4446052 | 3.1656374 | 0.0472972 | 0.0306408 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | 5.952533 | NA | NA |
| AIG US Equity | 1996-02-29 | 1.562382 | -0.0913522 | -0.0569754 | 0.0545446 | -0.4073404 | 3.1656374 | 0.0000000 | 0.0472972 | 0.0306408 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA | 5.952533 | NA | NA |
| AIG US Equity | 1996-03-31 | 1.501663 | -0.0918851 | -0.0568535 | 0.0545478 | -0.4410589 | 0.6554204 | -0.0335482 | 0.0000000 | 0.0472972 | 0.0306408 | NA | NA | NA | NA | NA | NA | NA | NA | NA | 5.918409 | NA | NA |
| AIG US Equity | 1996-04-30 | 1.459382 | -0.0921466 | -0.0568535 | 0.0545478 | -0.4607334 | 0.6554204 | -0.0240321 | -0.0335482 | 0.0000000 | 0.0472972 | 0.0306408 | NA | NA | NA | NA | NA | NA | NA | NA | 5.894083 | NA | NA |
| AIG US Equity | 1996-05-31 | 1.510065 | -0.0918129 | -0.0568535 | 0.0545478 | -0.4666845 | 0.6554204 | 0.0314638 | -0.0240321 | -0.0335482 | 0.0000000 | 0.0472972 | 0.0306408 | NA | NA | NA | NA | NA | NA | NA | 5.925062 | NA | NA |
Removing resulting NA from new columns
I will remove the NA values that have been created by lagging because models do not allow for NA values. This removal is insignificant to the total model, because time series isnt very reliant on super old data, so under this justification, this removal will not effect the my models ability to forecast. The same will be done for the Moving columns. These columns have many initial NA values because they use data from the defined window to create the new values.
lagged_portfolio <- lagged_portfolio |>
mutate(any_na = if_any(c(lag1, lag2, lag3, lag4, lag5, lag6, lag7, lag8, lag9, lag10, lag11, lag12, MovingSD, MovingMean), is.na))
# Extract the indices and keys (tickers) where any of the specified columns have NA values
na_indices <- lagged_portfolio |>
filter(any_na) |>
select(ticker, date) |>
distinct()
# Can see the timer period from eature engineering that resulted in NA values
print(na_indices)# A tibble: 380 × 2
ticker date
<fct> <date>
1 AIG US Equity 1995-12-31
2 AIG US Equity 1996-01-31
3 AIG US Equity 1996-02-29
4 AIG US Equity 1996-03-31
5 AIG US Equity 1996-04-30
6 AIG US Equity 1996-05-31
7 AIG US Equity 1996-06-30
8 AIG US Equity 1996-07-31
9 AIG US Equity 1996-08-30
10 AIG US Equity 1996-09-30
# ℹ 370 more rows# Remove the rows from lagged_portfolio that match the rows in na_periods
lagged_portfolio <- lagged_portfolio |>
anti_join(na_indices, by = c("ticker", "date"))|>
select(-any_na)
# Print the resulting data frame
print(lagged_portfolio)# A tsibble: 6,171 x 24 [1D]
# Key: ticker [20]
ticker date market_cap price_to_book debt_to_equity profitability
<fct> <date> <dbl> <dbl> <dbl> <dbl>
1 AIG US Equi… 1997-07-31 2.71 -0.0868 -0.0521 0.0546
2 AIG US Equi… 1997-08-29 2.36 -0.0886 -0.0521 0.0546
3 AIG US Equi… 1997-09-30 2.61 -0.0878 -0.0537 0.0546
4 AIG US Equi… 1997-10-31 2.58 -0.0880 -0.0537 0.0546
5 AIG US Equi… 1997-11-28 2.54 -0.0882 -0.0537 0.0546
6 AIG US Equi… 1997-12-31 2.77 -0.0872 -0.0504 0.0546
7 AIG US Equi… 1998-01-30 2.81 -0.0869 -0.0504 0.0545
8 AIG US Equi… 1998-02-27 3.07 -0.0855 -0.0504 0.0545
9 AIG US Equi… 1998-03-31 3.23 -0.0854 -0.0457 0.0546
10 AIG US Equi… 1998-04-30 3.39 -0.0846 -0.0457 0.0546
# ℹ 6,161 more rows
# ℹ 18 more variables: volatility <dbl>, revenue <dbl>, return <dbl>,
# lag1 <dbl>, lag2 <dbl>, lag3 <dbl>, lag4 <dbl>, lag5 <dbl>, lag6 <dbl>,
# lag7 <dbl>, lag8 <dbl>, lag9 <dbl>, lag10 <dbl>, lag11 <dbl>, lag12 <dbl>,
# log_price <dbl>, MovingSD <dbl>, MovingMean <dbl>Individual Ticker Estimations Estimations
ARIMA
# Create a list to store results for each ticker
arima_results <- list()
# Iterate over each unique ticker in the portfolio
for (ticker_symbol in stocks_port) {
# Filter data for the specific ticker
ticker_data <- portfolio |>
filter(ticker == ticker_symbol) |>
select(date, return)
# Convert the date column to a Date object
ticker_data$date <- as.Date(ticker_data$date)
# Convert to xts format
ticker_ts <- xts(ticker_data$return, order.by = ticker_data$date)
# Fit the ARIMA model
arima_model <- auto.arima(ticker_ts)
# Forecast the next 12 periods
forecasted_data <- forecast(arima_model, h = 12)
# Store the results in the list
arima_results[[ticker_symbol]] <- list(
model = arima_model,
forecast = forecasted_data
)
# Print the summary of the model
cat("Ticker:", ticker_symbol, "\n")
print(arima_model)
cat("\n")
}Ticker: AIG US Equity
Series: ticker_ts
ARIMA(5,0,1) with zero mean
Coefficients:
ar1 ar2 ar3 ar4 ar5 ma1
-0.6089 -0.1481 -0.0533 0.1074 0.3276 0.5825
s.e. 0.1414 0.0623 0.0652 0.0616 0.0544 0.1518
sigma^2 = 0.03277: log likelihood = 97.84
AIC=-181.67 AICc=-181.32 BIC=-155.12
Ticker: ZIXI US Equity
Series: ticker_ts
ARIMA(0,0,0) with non-zero mean
Coefficients:
mean
0.0252
s.e. 0.0133
sigma^2 = 0.05744: log likelihood = 3.61
AIC=-3.22 AICc=-3.18 BIC=4.35
Ticker: GSS US Equity
Series: ticker_ts
ARIMA(2,0,1) with zero mean
Coefficients:
ar1 ar2 ma1
-0.9039 -0.0521 0.8678
s.e. 0.1948 0.0560 0.1875
sigma^2 = 0.06103: log likelihood = -5.3
AIC=18.61 AICc=18.73 BIC=33.78
Ticker: IMCI US Equity
Series: ticker_ts
ARIMA(0,0,1) with non-zero mean
Coefficients:
ma1 mean
-0.1365 0.0564
s.e. 0.0536 0.0220
sigma^2 = 0.2131: log likelihood = -210.85
AIC=427.69 AICc=427.77 BIC=439.07
Ticker: MUX US Equity
Series: ticker_ts
ARIMA(0,0,0) with non-zero mean
Coefficients:
mean
0.0256
s.e. 0.0146
sigma^2 = 0.07039: log likelihood = -29.71
AIC=63.42 AICc=63.46 BIC=71.01
Ticker: CRK US Equity
Series: ticker_ts
ARIMA(1,0,0) with non-zero mean
Coefficients:
ar1 mean
-0.1824 0.0175
s.e. 0.0543 0.0095
sigma^2 = 0.04201: log likelihood = 55.42
AIC=-104.84 AICc=-104.76 BIC=-93.46
Ticker: NROM US Equity
Series: ticker_ts
ARIMA(0,0,0) with zero mean
sigma^2 = 0.03809: log likelihood = 70.49
AIC=-138.98 AICc=-138.97 BIC=-135.19
Ticker: STRL US Equity
Series: ticker_ts
ARIMA(0,0,0) with non-zero mean
Coefficients:
mean
0.0263
s.e. 0.0115
sigma^2 = 0.04329: log likelihood = 50.03
AIC=-96.05 AICc=-96.01 BIC=-88.47
Ticker: VGZ US Equity
Series: ticker_ts
ARIMA(0,0,1) with zero mean
Coefficients:
ma1
-0.1276
s.e. 0.0525
sigma^2 = 0.06244: log likelihood = -10.06
AIC=24.11 AICc=24.15 BIC=31.7
Ticker: AMSWA US Equity
Series: ticker_ts
ARIMA(0,0,2) with non-zero mean
Coefficients:
ma1 ma2 mean
0.0735 -0.1253 0.0141
s.e. 0.0548 0.0558 0.0082
sigma^2 = 0.02471: log likelihood = 142.98
AIC=-277.95 AICc=-277.83 BIC=-262.78
Ticker: CHCR US Equity
Series: ticker_ts
ARIMA(2,0,2) with zero mean
Coefficients:
ar1 ar2 ma1 ma2
0.3556 -0.8180 -0.4261 0.9550
s.e. 0.0673 0.0479 0.0409 0.0273
sigma^2 = 0.1235: log likelihood = -120.89
AIC=251.78 AICc=251.97 BIC=270.74
Ticker: AXR US Equity
Series: ticker_ts
ARIMA(0,0,4) with non-zero mean
Coefficients:
ma1 ma2 ma3 ma4 mean
-0.1383 0.0205 0.2114 -0.1198 0.0145
s.e. 0.0555 0.0544 0.0554 0.0536 0.0084
sigma^2 = 0.02474: log likelihood = 143.67
AIC=-275.34 AICc=-275.08 BIC=-252.59
Ticker: NIMU US Equity
Series: ticker_ts
ARIMA(4,0,2) with non-zero mean
Coefficients:
ar1 ar2 ar3 ar4 ma1 ma2 mean
-0.9114 -0.0466 -0.0445 -0.0290 1.0372 0.1557 0.0452
s.e. 1.0493 0.7388 0.1201 0.0716 1.0481 0.8637 0.0236
sigma^2 = 0.1599: log likelihood = -161.25
AIC=338.49 AICc=338.94 BIC=368.84
Ticker: RELV US Equity
Series: ticker_ts
ARIMA(1,0,0) with zero mean
Coefficients:
ar1
-0.1072
s.e. 0.0556
sigma^2 = 0.04253: log likelihood = 52.93
AIC=-101.85 AICc=-101.82 BIC=-94.27
Ticker: RGEN US Equity
Series: ticker_ts
ARIMA(2,0,0) with non-zero mean
Coefficients:
ar1 ar2 mean
-0.0651 -0.1711 0.0316
s.e. 0.0544 0.0544 0.0089
sigma^2 = 0.03979: log likelihood = 64.81
AIC=-121.61 AICc=-121.49 BIC=-106.44
Ticker: CVA US Equity
Series: ticker_ts
ARIMA(0,0,0) with non-zero mean
Coefficients:
mean
0.0181
s.e. 0.0097
sigma^2 = 0.03097: log likelihood = 103.99
AIC=-203.98 AICc=-203.94 BIC=-196.41
Ticker: BIIB US Equity
Series: ticker_ts
ARIMA(1,1,1)
Coefficients:
ar1 ma1
0.0124 -0.9845
s.e. 0.0567 0.0120
sigma^2 = 0.02021: log likelihood = 173.18
AIC=-340.37 AICc=-340.3 BIC=-329
Ticker: DBD US Equity
Series: ticker_ts
ARIMA(0,0,3) with zero mean
Coefficients:
ma1 ma2 ma3
0.1242 -0.1561 -0.1111
s.e. 0.0556 0.0575 0.0645
sigma^2 = 0.02546: log likelihood = 138.04
AIC=-268.07 AICc=-267.95 BIC=-252.9
Ticker: IEC US Equity
Series: ticker_ts
ARIMA(1,0,1) with non-zero mean
Coefficients:
ar1 ma1 mean
-0.7777 0.6661 0.0248
s.e. 0.1508 0.1792 0.0127
sigma^2 = 0.06032: log likelihood = -3.37
AIC=14.75 AICc=14.87 BIC=29.88
Ticker: IHT US Equity
Series: ticker_ts
ARIMA(0,0,2) with zero mean
Coefficients:
ma1 ma2
-0.1291 -0.1026
s.e. 0.0545 0.0512
sigma^2 = 0.03393: log likelihood = 90.44
AIC=-174.88 AICc=-174.81 BIC=-163.5Key Observations: AIG US Equity has a complex ARIMA(5,0,1) model with strong autocorrelation over multiple lags and a good fit. ZIXI US Equity has a simple random walk model (ARIMA(0,0,0)), reflecting a lack of structure or trend in the data. GSS US Equity has a moderate ARIMA(2,0,1) model, with significant influence from the first lag and forecast errors. Other tickers show varying levels of complexity in their ARIMA models, reflecting their unique characteristics. The fact that all these have such different ARIMA results shows the diversity of the portfolio, whether it will perform well or not is to be determined. However, key diversity is present.
Support Vector Regression
# Function to prepare data and train SVR model for a single ticker
prepare_and_train_svr <- function(data, ticker_symbol) {
# Select single ticker and remove NA values
single_ticker_data <- data %>%
filter(ticker == ticker_symbol) %>%
select(-ticker) %>%
na.omit()
# Store dates for plotting
dates <- single_ticker_data$date
# Remove date column for modeling
modeling_data <- single_ticker_data %>%
select(-date)
# Split into training and testing sets (80/20)
set.seed(123)
train_size <- floor(0.8 * nrow(modeling_data))
train_data <- modeling_data[1:train_size, ]
test_data <- modeling_data[(train_size + 1):nrow(modeling_data), ]
# Train SVR model
svr_model <- caret::train(
return ~ .,
data = train_data,
method = "svmRadial",
trControl = trainControl(
method = "cv",
number = 5,
verboseIter = TRUE
),
tuneGrid = expand.grid(
sigma = seq(0.001, 1, length.out = 10),
C = c(0.1, 1, 10, 100)
),
preProcess = c("center", "scale")
)
# Make predictions
train_pred <- predict(svr_model, newdata = train_data)
test_pred <- predict(svr_model, newdata = test_data)
# Calculate R-squared for both sets
train_r2 <- cor(train_pred, train_data$return)^2
test_r2 <- cor(test_pred, test_data$return)^2
# Combine actual and predicted values with dates for plotting
plot_data <- tibble(
date = c(dates[1:train_size], dates[(train_size + 1):nrow(modeling_data)]),
actual = c(train_data$return, test_data$return),
predicted = c(train_pred, test_pred),
set = c(rep("Training", length(train_pred)), rep("Testing", length(test_pred)))
)
# Create Highcharter plot
hc_plot <- highchart() %>%
hc_title(text = paste("SVR Prediction Results for", ticker_symbol)) %>%
hc_xAxis(categories = plot_data$date, title = list(text = "Date")) %>%
hc_yAxis(title = list(text = "Return")) %>%
hc_add_series(name = "Actual", data = plot_data$actual, type = "line") %>%
hc_add_series(name = "Predicted", data = plot_data$predicted, type = "line") %>%
hc_tooltip(shared = TRUE, crosshairs = TRUE)
# Return results
return(list(
model = svr_model,
train_r2 = train_r2,
test_r2 = test_r2,
highchart_plot = hc_plot,
best_params = svr_model$bestTune
))
}
# Function to iterate through multiple tickers
process_multiple_tickers <- function(data, tickers) {
results_list <- list()
for (ticker in tickers) {
cat("Processing ticker:", ticker, "\n")
result <- prepare_and_train_svr(data, ticker)
results_list[[ticker]] <- result
print(result$highchart_plot)
}
return(results_list)
}Calling the function and storing its results
all_results <- process_multiple_tickers(lagged_portfolio, stocks_port)Processing ticker: AIG US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.112, C = 1 on full training set
Processing ticker: ZIXI US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.112, C = 100 on full training set
Processing ticker: GSS US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.001, C = 10 on full training set
Processing ticker: IMCI US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.001, C = 100 on full training set
Processing ticker: MUX US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.334, C = 10 on full training set
Processing ticker: CRK US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.001, C = 100 on full training set
Processing ticker: NROM US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.223, C = 1 on full training set
Processing ticker: STRL US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 1, C = 10 on full training set
Processing ticker: VGZ US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.001, C = 100 on full training set
Processing ticker: AMSWA US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.001, C = 0.1 on full training set
Processing ticker: CHCR US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.112, C = 1 on full training set
Processing ticker: AXR US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.001, C = 100 on full training set
Processing ticker: NIMU US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.112, C = 10 on full training set
Processing ticker: RELV US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.001, C = 100 on full training set
Processing ticker: RGEN US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.001, C = 100 on full training set
Processing ticker: CVA US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.001, C = 100 on full training set
Processing ticker: BIIB US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.001, C = 10 on full training set
Processing ticker: DBD US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.001, C = 100 on full training set
Processing ticker: IEC US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.001, C = 0.1 on full training set
Processing ticker: IHT US Equity
+ Fold1: sigma=0.001, C= 0.1
- Fold1: sigma=0.001, C= 0.1
+ Fold1: sigma=0.112, C= 0.1
- Fold1: sigma=0.112, C= 0.1
+ Fold1: sigma=0.223, C= 0.1
- Fold1: sigma=0.223, C= 0.1
+ Fold1: sigma=0.334, C= 0.1
- Fold1: sigma=0.334, C= 0.1
+ Fold1: sigma=0.445, C= 0.1
- Fold1: sigma=0.445, C= 0.1
+ Fold1: sigma=0.556, C= 0.1
- Fold1: sigma=0.556, C= 0.1
+ Fold1: sigma=0.667, C= 0.1
- Fold1: sigma=0.667, C= 0.1
+ Fold1: sigma=0.778, C= 0.1
- Fold1: sigma=0.778, C= 0.1
+ Fold1: sigma=0.889, C= 0.1
- Fold1: sigma=0.889, C= 0.1
+ Fold1: sigma=1.000, C= 0.1
- Fold1: sigma=1.000, C= 0.1
+ Fold1: sigma=0.001, C= 1.0
- Fold1: sigma=0.001, C= 1.0
+ Fold1: sigma=0.112, C= 1.0
- Fold1: sigma=0.112, C= 1.0
+ Fold1: sigma=0.223, C= 1.0
- Fold1: sigma=0.223, C= 1.0
+ Fold1: sigma=0.334, C= 1.0
- Fold1: sigma=0.334, C= 1.0
+ Fold1: sigma=0.445, C= 1.0
- Fold1: sigma=0.445, C= 1.0
+ Fold1: sigma=0.556, C= 1.0
- Fold1: sigma=0.556, C= 1.0
+ Fold1: sigma=0.667, C= 1.0
- Fold1: sigma=0.667, C= 1.0
+ Fold1: sigma=0.778, C= 1.0
- Fold1: sigma=0.778, C= 1.0
+ Fold1: sigma=0.889, C= 1.0
- Fold1: sigma=0.889, C= 1.0
+ Fold1: sigma=1.000, C= 1.0
- Fold1: sigma=1.000, C= 1.0
+ Fold1: sigma=0.001, C= 10.0
- Fold1: sigma=0.001, C= 10.0
+ Fold1: sigma=0.112, C= 10.0
- Fold1: sigma=0.112, C= 10.0
+ Fold1: sigma=0.223, C= 10.0
- Fold1: sigma=0.223, C= 10.0
+ Fold1: sigma=0.334, C= 10.0
- Fold1: sigma=0.334, C= 10.0
+ Fold1: sigma=0.445, C= 10.0
- Fold1: sigma=0.445, C= 10.0
+ Fold1: sigma=0.556, C= 10.0
- Fold1: sigma=0.556, C= 10.0
+ Fold1: sigma=0.667, C= 10.0
- Fold1: sigma=0.667, C= 10.0
+ Fold1: sigma=0.778, C= 10.0
- Fold1: sigma=0.778, C= 10.0
+ Fold1: sigma=0.889, C= 10.0
- Fold1: sigma=0.889, C= 10.0
+ Fold1: sigma=1.000, C= 10.0
- Fold1: sigma=1.000, C= 10.0
+ Fold1: sigma=0.001, C=100.0
- Fold1: sigma=0.001, C=100.0
+ Fold1: sigma=0.112, C=100.0
- Fold1: sigma=0.112, C=100.0
+ Fold1: sigma=0.223, C=100.0
- Fold1: sigma=0.223, C=100.0
+ Fold1: sigma=0.334, C=100.0
- Fold1: sigma=0.334, C=100.0
+ Fold1: sigma=0.445, C=100.0
- Fold1: sigma=0.445, C=100.0
+ Fold1: sigma=0.556, C=100.0
- Fold1: sigma=0.556, C=100.0
+ Fold1: sigma=0.667, C=100.0
- Fold1: sigma=0.667, C=100.0
+ Fold1: sigma=0.778, C=100.0
- Fold1: sigma=0.778, C=100.0
+ Fold1: sigma=0.889, C=100.0
- Fold1: sigma=0.889, C=100.0
+ Fold1: sigma=1.000, C=100.0
- Fold1: sigma=1.000, C=100.0
+ Fold2: sigma=0.001, C= 0.1
- Fold2: sigma=0.001, C= 0.1
+ Fold2: sigma=0.112, C= 0.1
- Fold2: sigma=0.112, C= 0.1
+ Fold2: sigma=0.223, C= 0.1
- Fold2: sigma=0.223, C= 0.1
+ Fold2: sigma=0.334, C= 0.1
- Fold2: sigma=0.334, C= 0.1
+ Fold2: sigma=0.445, C= 0.1
- Fold2: sigma=0.445, C= 0.1
+ Fold2: sigma=0.556, C= 0.1
- Fold2: sigma=0.556, C= 0.1
+ Fold2: sigma=0.667, C= 0.1
- Fold2: sigma=0.667, C= 0.1
+ Fold2: sigma=0.778, C= 0.1
- Fold2: sigma=0.778, C= 0.1
+ Fold2: sigma=0.889, C= 0.1
- Fold2: sigma=0.889, C= 0.1
+ Fold2: sigma=1.000, C= 0.1
- Fold2: sigma=1.000, C= 0.1
+ Fold2: sigma=0.001, C= 1.0
- Fold2: sigma=0.001, C= 1.0
+ Fold2: sigma=0.112, C= 1.0
- Fold2: sigma=0.112, C= 1.0
+ Fold2: sigma=0.223, C= 1.0
- Fold2: sigma=0.223, C= 1.0
+ Fold2: sigma=0.334, C= 1.0
- Fold2: sigma=0.334, C= 1.0
+ Fold2: sigma=0.445, C= 1.0
- Fold2: sigma=0.445, C= 1.0
+ Fold2: sigma=0.556, C= 1.0
- Fold2: sigma=0.556, C= 1.0
+ Fold2: sigma=0.667, C= 1.0
- Fold2: sigma=0.667, C= 1.0
+ Fold2: sigma=0.778, C= 1.0
- Fold2: sigma=0.778, C= 1.0
+ Fold2: sigma=0.889, C= 1.0
- Fold2: sigma=0.889, C= 1.0
+ Fold2: sigma=1.000, C= 1.0
- Fold2: sigma=1.000, C= 1.0
+ Fold2: sigma=0.001, C= 10.0
- Fold2: sigma=0.001, C= 10.0
+ Fold2: sigma=0.112, C= 10.0
- Fold2: sigma=0.112, C= 10.0
+ Fold2: sigma=0.223, C= 10.0
- Fold2: sigma=0.223, C= 10.0
+ Fold2: sigma=0.334, C= 10.0
- Fold2: sigma=0.334, C= 10.0
+ Fold2: sigma=0.445, C= 10.0
- Fold2: sigma=0.445, C= 10.0
+ Fold2: sigma=0.556, C= 10.0
- Fold2: sigma=0.556, C= 10.0
+ Fold2: sigma=0.667, C= 10.0
- Fold2: sigma=0.667, C= 10.0
+ Fold2: sigma=0.778, C= 10.0
- Fold2: sigma=0.778, C= 10.0
+ Fold2: sigma=0.889, C= 10.0
- Fold2: sigma=0.889, C= 10.0
+ Fold2: sigma=1.000, C= 10.0
- Fold2: sigma=1.000, C= 10.0
+ Fold2: sigma=0.001, C=100.0
- Fold2: sigma=0.001, C=100.0
+ Fold2: sigma=0.112, C=100.0
- Fold2: sigma=0.112, C=100.0
+ Fold2: sigma=0.223, C=100.0
- Fold2: sigma=0.223, C=100.0
+ Fold2: sigma=0.334, C=100.0
- Fold2: sigma=0.334, C=100.0
+ Fold2: sigma=0.445, C=100.0
- Fold2: sigma=0.445, C=100.0
+ Fold2: sigma=0.556, C=100.0
- Fold2: sigma=0.556, C=100.0
+ Fold2: sigma=0.667, C=100.0
- Fold2: sigma=0.667, C=100.0
+ Fold2: sigma=0.778, C=100.0
- Fold2: sigma=0.778, C=100.0
+ Fold2: sigma=0.889, C=100.0
- Fold2: sigma=0.889, C=100.0
+ Fold2: sigma=1.000, C=100.0
- Fold2: sigma=1.000, C=100.0
+ Fold3: sigma=0.001, C= 0.1
- Fold3: sigma=0.001, C= 0.1
+ Fold3: sigma=0.112, C= 0.1
- Fold3: sigma=0.112, C= 0.1
+ Fold3: sigma=0.223, C= 0.1
- Fold3: sigma=0.223, C= 0.1
+ Fold3: sigma=0.334, C= 0.1
- Fold3: sigma=0.334, C= 0.1
+ Fold3: sigma=0.445, C= 0.1
- Fold3: sigma=0.445, C= 0.1
+ Fold3: sigma=0.556, C= 0.1
- Fold3: sigma=0.556, C= 0.1
+ Fold3: sigma=0.667, C= 0.1
- Fold3: sigma=0.667, C= 0.1
+ Fold3: sigma=0.778, C= 0.1
- Fold3: sigma=0.778, C= 0.1
+ Fold3: sigma=0.889, C= 0.1
- Fold3: sigma=0.889, C= 0.1
+ Fold3: sigma=1.000, C= 0.1
- Fold3: sigma=1.000, C= 0.1
+ Fold3: sigma=0.001, C= 1.0
- Fold3: sigma=0.001, C= 1.0
+ Fold3: sigma=0.112, C= 1.0
- Fold3: sigma=0.112, C= 1.0
+ Fold3: sigma=0.223, C= 1.0
- Fold3: sigma=0.223, C= 1.0
+ Fold3: sigma=0.334, C= 1.0
- Fold3: sigma=0.334, C= 1.0
+ Fold3: sigma=0.445, C= 1.0
- Fold3: sigma=0.445, C= 1.0
+ Fold3: sigma=0.556, C= 1.0
- Fold3: sigma=0.556, C= 1.0
+ Fold3: sigma=0.667, C= 1.0
- Fold3: sigma=0.667, C= 1.0
+ Fold3: sigma=0.778, C= 1.0
- Fold3: sigma=0.778, C= 1.0
+ Fold3: sigma=0.889, C= 1.0
- Fold3: sigma=0.889, C= 1.0
+ Fold3: sigma=1.000, C= 1.0
- Fold3: sigma=1.000, C= 1.0
+ Fold3: sigma=0.001, C= 10.0
- Fold3: sigma=0.001, C= 10.0
+ Fold3: sigma=0.112, C= 10.0
- Fold3: sigma=0.112, C= 10.0
+ Fold3: sigma=0.223, C= 10.0
- Fold3: sigma=0.223, C= 10.0
+ Fold3: sigma=0.334, C= 10.0
- Fold3: sigma=0.334, C= 10.0
+ Fold3: sigma=0.445, C= 10.0
- Fold3: sigma=0.445, C= 10.0
+ Fold3: sigma=0.556, C= 10.0
- Fold3: sigma=0.556, C= 10.0
+ Fold3: sigma=0.667, C= 10.0
- Fold3: sigma=0.667, C= 10.0
+ Fold3: sigma=0.778, C= 10.0
- Fold3: sigma=0.778, C= 10.0
+ Fold3: sigma=0.889, C= 10.0
- Fold3: sigma=0.889, C= 10.0
+ Fold3: sigma=1.000, C= 10.0
- Fold3: sigma=1.000, C= 10.0
+ Fold3: sigma=0.001, C=100.0
- Fold3: sigma=0.001, C=100.0
+ Fold3: sigma=0.112, C=100.0
- Fold3: sigma=0.112, C=100.0
+ Fold3: sigma=0.223, C=100.0
- Fold3: sigma=0.223, C=100.0
+ Fold3: sigma=0.334, C=100.0
- Fold3: sigma=0.334, C=100.0
+ Fold3: sigma=0.445, C=100.0
- Fold3: sigma=0.445, C=100.0
+ Fold3: sigma=0.556, C=100.0
- Fold3: sigma=0.556, C=100.0
+ Fold3: sigma=0.667, C=100.0
- Fold3: sigma=0.667, C=100.0
+ Fold3: sigma=0.778, C=100.0
- Fold3: sigma=0.778, C=100.0
+ Fold3: sigma=0.889, C=100.0
- Fold3: sigma=0.889, C=100.0
+ Fold3: sigma=1.000, C=100.0
- Fold3: sigma=1.000, C=100.0
+ Fold4: sigma=0.001, C= 0.1
- Fold4: sigma=0.001, C= 0.1
+ Fold4: sigma=0.112, C= 0.1
- Fold4: sigma=0.112, C= 0.1
+ Fold4: sigma=0.223, C= 0.1
- Fold4: sigma=0.223, C= 0.1
+ Fold4: sigma=0.334, C= 0.1
- Fold4: sigma=0.334, C= 0.1
+ Fold4: sigma=0.445, C= 0.1
- Fold4: sigma=0.445, C= 0.1
+ Fold4: sigma=0.556, C= 0.1
- Fold4: sigma=0.556, C= 0.1
+ Fold4: sigma=0.667, C= 0.1
- Fold4: sigma=0.667, C= 0.1
+ Fold4: sigma=0.778, C= 0.1
- Fold4: sigma=0.778, C= 0.1
+ Fold4: sigma=0.889, C= 0.1
- Fold4: sigma=0.889, C= 0.1
+ Fold4: sigma=1.000, C= 0.1
- Fold4: sigma=1.000, C= 0.1
+ Fold4: sigma=0.001, C= 1.0
- Fold4: sigma=0.001, C= 1.0
+ Fold4: sigma=0.112, C= 1.0
- Fold4: sigma=0.112, C= 1.0
+ Fold4: sigma=0.223, C= 1.0
- Fold4: sigma=0.223, C= 1.0
+ Fold4: sigma=0.334, C= 1.0
- Fold4: sigma=0.334, C= 1.0
+ Fold4: sigma=0.445, C= 1.0
- Fold4: sigma=0.445, C= 1.0
+ Fold4: sigma=0.556, C= 1.0
- Fold4: sigma=0.556, C= 1.0
+ Fold4: sigma=0.667, C= 1.0
- Fold4: sigma=0.667, C= 1.0
+ Fold4: sigma=0.778, C= 1.0
- Fold4: sigma=0.778, C= 1.0
+ Fold4: sigma=0.889, C= 1.0
- Fold4: sigma=0.889, C= 1.0
+ Fold4: sigma=1.000, C= 1.0
- Fold4: sigma=1.000, C= 1.0
+ Fold4: sigma=0.001, C= 10.0
- Fold4: sigma=0.001, C= 10.0
+ Fold4: sigma=0.112, C= 10.0
- Fold4: sigma=0.112, C= 10.0
+ Fold4: sigma=0.223, C= 10.0
- Fold4: sigma=0.223, C= 10.0
+ Fold4: sigma=0.334, C= 10.0
- Fold4: sigma=0.334, C= 10.0
+ Fold4: sigma=0.445, C= 10.0
- Fold4: sigma=0.445, C= 10.0
+ Fold4: sigma=0.556, C= 10.0
- Fold4: sigma=0.556, C= 10.0
+ Fold4: sigma=0.667, C= 10.0
- Fold4: sigma=0.667, C= 10.0
+ Fold4: sigma=0.778, C= 10.0
- Fold4: sigma=0.778, C= 10.0
+ Fold4: sigma=0.889, C= 10.0
- Fold4: sigma=0.889, C= 10.0
+ Fold4: sigma=1.000, C= 10.0
- Fold4: sigma=1.000, C= 10.0
+ Fold4: sigma=0.001, C=100.0
- Fold4: sigma=0.001, C=100.0
+ Fold4: sigma=0.112, C=100.0
- Fold4: sigma=0.112, C=100.0
+ Fold4: sigma=0.223, C=100.0
- Fold4: sigma=0.223, C=100.0
+ Fold4: sigma=0.334, C=100.0
- Fold4: sigma=0.334, C=100.0
+ Fold4: sigma=0.445, C=100.0
- Fold4: sigma=0.445, C=100.0
+ Fold4: sigma=0.556, C=100.0
- Fold4: sigma=0.556, C=100.0
+ Fold4: sigma=0.667, C=100.0
- Fold4: sigma=0.667, C=100.0
+ Fold4: sigma=0.778, C=100.0
- Fold4: sigma=0.778, C=100.0
+ Fold4: sigma=0.889, C=100.0
- Fold4: sigma=0.889, C=100.0
+ Fold4: sigma=1.000, C=100.0
- Fold4: sigma=1.000, C=100.0
+ Fold5: sigma=0.001, C= 0.1
- Fold5: sigma=0.001, C= 0.1
+ Fold5: sigma=0.112, C= 0.1
- Fold5: sigma=0.112, C= 0.1
+ Fold5: sigma=0.223, C= 0.1
- Fold5: sigma=0.223, C= 0.1
+ Fold5: sigma=0.334, C= 0.1
- Fold5: sigma=0.334, C= 0.1
+ Fold5: sigma=0.445, C= 0.1
- Fold5: sigma=0.445, C= 0.1
+ Fold5: sigma=0.556, C= 0.1
- Fold5: sigma=0.556, C= 0.1
+ Fold5: sigma=0.667, C= 0.1
- Fold5: sigma=0.667, C= 0.1
+ Fold5: sigma=0.778, C= 0.1
- Fold5: sigma=0.778, C= 0.1
+ Fold5: sigma=0.889, C= 0.1
- Fold5: sigma=0.889, C= 0.1
+ Fold5: sigma=1.000, C= 0.1
- Fold5: sigma=1.000, C= 0.1
+ Fold5: sigma=0.001, C= 1.0
- Fold5: sigma=0.001, C= 1.0
+ Fold5: sigma=0.112, C= 1.0
- Fold5: sigma=0.112, C= 1.0
+ Fold5: sigma=0.223, C= 1.0
- Fold5: sigma=0.223, C= 1.0
+ Fold5: sigma=0.334, C= 1.0
- Fold5: sigma=0.334, C= 1.0
+ Fold5: sigma=0.445, C= 1.0
- Fold5: sigma=0.445, C= 1.0
+ Fold5: sigma=0.556, C= 1.0
- Fold5: sigma=0.556, C= 1.0
+ Fold5: sigma=0.667, C= 1.0
- Fold5: sigma=0.667, C= 1.0
+ Fold5: sigma=0.778, C= 1.0
- Fold5: sigma=0.778, C= 1.0
+ Fold5: sigma=0.889, C= 1.0
- Fold5: sigma=0.889, C= 1.0
+ Fold5: sigma=1.000, C= 1.0
- Fold5: sigma=1.000, C= 1.0
+ Fold5: sigma=0.001, C= 10.0
- Fold5: sigma=0.001, C= 10.0
+ Fold5: sigma=0.112, C= 10.0
- Fold5: sigma=0.112, C= 10.0
+ Fold5: sigma=0.223, C= 10.0
- Fold5: sigma=0.223, C= 10.0
+ Fold5: sigma=0.334, C= 10.0
- Fold5: sigma=0.334, C= 10.0
+ Fold5: sigma=0.445, C= 10.0
- Fold5: sigma=0.445, C= 10.0
+ Fold5: sigma=0.556, C= 10.0
- Fold5: sigma=0.556, C= 10.0
+ Fold5: sigma=0.667, C= 10.0
- Fold5: sigma=0.667, C= 10.0
+ Fold5: sigma=0.778, C= 10.0
- Fold5: sigma=0.778, C= 10.0
+ Fold5: sigma=0.889, C= 10.0
- Fold5: sigma=0.889, C= 10.0
+ Fold5: sigma=1.000, C= 10.0
- Fold5: sigma=1.000, C= 10.0
+ Fold5: sigma=0.001, C=100.0
- Fold5: sigma=0.001, C=100.0
+ Fold5: sigma=0.112, C=100.0
- Fold5: sigma=0.112, C=100.0
+ Fold5: sigma=0.223, C=100.0
- Fold5: sigma=0.223, C=100.0
+ Fold5: sigma=0.334, C=100.0
- Fold5: sigma=0.334, C=100.0
+ Fold5: sigma=0.445, C=100.0
- Fold5: sigma=0.445, C=100.0
+ Fold5: sigma=0.556, C=100.0
- Fold5: sigma=0.556, C=100.0
+ Fold5: sigma=0.667, C=100.0
- Fold5: sigma=0.667, C=100.0
+ Fold5: sigma=0.778, C=100.0
- Fold5: sigma=0.778, C=100.0
+ Fold5: sigma=0.889, C=100.0
- Fold5: sigma=0.889, C=100.0
+ Fold5: sigma=1.000, C=100.0
- Fold5: sigma=1.000, C=100.0
Aggregating results
Selecting tuning parameters
Fitting sigma = 0.001, C = 100 on full training set# Printing results
print(all_results)$`AIG US Equity`
$`AIG US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 197, 199, 197, 197, 198
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.1966683 0.197439612 0.08892593
0.001 1.0 0.1967564 0.222783055 0.08830479
0.001 10.0 0.1976757 0.190555269 0.08922479
0.001 100.0 0.2112631 0.146705216 0.09681743
0.112 0.1 0.1957765 0.040350261 0.08770210
0.112 1.0 0.1953374 0.050026966 0.08752871
0.112 10.0 0.2029020 0.010730990 0.09063535
0.112 100.0 0.2030826 0.012005768 0.09094465
0.223 0.1 0.1956182 0.034912260 0.08761157
0.223 1.0 0.1957403 0.027831228 0.08788030
0.223 10.0 0.2008056 0.007397384 0.08904914
0.223 100.0 0.2007806 0.008068587 0.08908967
0.334 0.1 0.1957599 0.030238560 0.08785934
0.334 1.0 0.1956058 0.025291768 0.08768718
0.334 10.0 0.1996033 0.005495464 0.08850423
0.334 100.0 0.1996063 0.005957355 0.08858593
0.445 0.1 0.1959571 0.025000410 0.08810822
0.445 1.0 0.1956657 0.022645555 0.08758740
0.445 10.0 0.1989726 0.004390587 0.08835345
0.445 100.0 0.1989919 0.004716365 0.08846396
0.556 0.1 0.1961123 0.020888421 0.08827229
0.556 1.0 0.1957608 0.019987017 0.08754939
0.556 10.0 0.1986208 0.003777587 0.08825638
0.556 100.0 0.1986490 0.003978489 0.08836707
0.667 0.1 0.1962377 0.017279486 0.08838709
0.667 1.0 0.1958733 0.017774633 0.08757896
0.667 10.0 0.1984278 0.003423583 0.08817294
0.667 100.0 0.1984550 0.003526993 0.08827225
0.778 0.1 0.1963370 0.013910014 0.08846304
0.778 1.0 0.1959858 0.015670993 0.08775655
0.778 10.0 0.1983317 0.003181794 0.08821836
0.778 100.0 0.1983595 0.003221169 0.08828973
0.889 0.1 0.1964089 0.011058448 0.08853793
0.889 1.0 0.1961040 0.013458816 0.08800640
0.889 10.0 0.1982758 0.003122297 0.08844820
0.889 100.0 0.1983041 0.003123996 0.08849514
1.000 0.1 0.1964614 0.008774544 0.08859991
1.000 1.0 0.1962122 0.011384688 0.08822971
1.000 10.0 0.1982392 0.003216284 0.08866158
1.000 100.0 0.1982682 0.003186665 0.08870263
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.112 and C = 1.
$`AIG US Equity`$train_r2
[1] 0.46162
$`AIG US Equity`$test_r2
[1] 0.1054748
$`AIG US Equity`$highchart_plot
$`AIG US Equity`$best_params
sigma C
6 0.112 1
$`ZIXI US Equity`
$`ZIXI US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
244 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 194, 196, 195, 195, 196
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.2650219 0.011337509 0.1672136
0.001 1.0 0.2667614 0.006154131 0.1688818
0.001 10.0 0.2676897 0.011020060 0.1734396
0.001 100.0 0.2675060 0.049131767 0.1734118
0.112 0.1 0.2645074 0.030936926 0.1654120
0.112 1.0 0.2621361 0.042606919 0.1653922
0.112 10.0 0.2586811 0.055740537 0.1725298
0.112 100.0 0.2586627 0.055807959 0.1725877
0.223 0.1 0.2641324 0.014630926 0.1660566
0.223 1.0 0.2627815 0.020269469 0.1651632
0.223 10.0 0.2605513 0.022678049 0.1705748
0.223 100.0 0.2605513 0.022678049 0.1705748
0.334 0.1 0.2638916 0.008826176 0.1664749
0.334 1.0 0.2627989 0.013886323 0.1643892
0.334 10.0 0.2608786 0.016566291 0.1701534
0.334 100.0 0.2608786 0.016566291 0.1701534
0.445 0.1 0.2637827 0.006581482 0.1667524
0.445 1.0 0.2626979 0.012080604 0.1642007
0.445 10.0 0.2607806 0.015164473 0.1701856
0.445 100.0 0.2607806 0.015164473 0.1701856
0.556 0.1 0.2637653 0.005250333 0.1670213
0.556 1.0 0.2627029 0.010967356 0.1647603
0.556 10.0 0.2608154 0.014286039 0.1701690
0.556 100.0 0.2608154 0.014286039 0.1701690
0.667 0.1 0.2637678 0.004265243 0.1671966
0.667 1.0 0.2627602 0.009805255 0.1653591
0.667 10.0 0.2609387 0.013427318 0.1702162
0.667 100.0 0.2609387 0.013427318 0.1702162
0.778 0.1 0.2637816 0.003477147 0.1672940
0.778 1.0 0.2628542 0.008491059 0.1658764
0.778 10.0 0.2610930 0.012535182 0.1704704
0.778 100.0 0.2610930 0.012535182 0.1704704
0.889 0.1 0.2637888 0.002793403 0.1673370
0.889 1.0 0.2629609 0.007242383 0.1663116
0.889 10.0 0.2612609 0.011456276 0.1708299
0.889 100.0 0.2612609 0.011456276 0.1708299
1.000 0.1 0.2638049 0.002153601 0.1673528
1.000 1.0 0.2630618 0.006087098 0.1666621
1.000 10.0 0.2614157 0.010313577 0.1711471
1.000 100.0 0.2614157 0.010313577 0.1711471
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.112 and C = 100.
$`ZIXI US Equity`$train_r2
[1] 0.9933124
$`ZIXI US Equity`$test_r2
[1] 0.04995362
$`ZIXI US Equity`$highchart_plot
$`ZIXI US Equity`$best_params
sigma C
8 0.112 100
$`GSS US Equity`
$`GSS US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 197, 198, 198, 196, 199
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.2571174 0.026932290 0.1782762
0.001 1.0 0.2546774 0.044763567 0.1773888
0.001 10.0 0.2484054 0.079559548 0.1803760
0.001 100.0 0.2509552 0.086344880 0.1857622
0.112 0.1 0.2561348 0.020840063 0.1770283
0.112 1.0 0.2569855 0.027353172 0.1799334
0.112 10.0 0.2576787 0.048054158 0.1850075
0.112 100.0 0.2576787 0.048054158 0.1850075
0.223 0.1 0.2572037 0.014389506 0.1780150
0.223 1.0 0.2551708 0.019987317 0.1785088
0.223 10.0 0.2533239 0.035720519 0.1816954
0.223 100.0 0.2533239 0.035720519 0.1816954
0.334 0.1 0.2576095 0.009886522 0.1784885
0.334 1.0 0.2546997 0.017807989 0.1778509
0.334 10.0 0.2533105 0.030851231 0.1808381
0.334 100.0 0.2533105 0.030851231 0.1808381
0.445 0.1 0.2577357 0.007544494 0.1786321
0.445 1.0 0.2549292 0.016822326 0.1778945
0.445 10.0 0.2538718 0.030057582 0.1806468
0.445 100.0 0.2538718 0.030057582 0.1806468
0.556 0.1 0.2577632 0.006112864 0.1786757
0.556 1.0 0.2552317 0.016364089 0.1780938
0.556 10.0 0.2543975 0.029347706 0.1807242
0.556 100.0 0.2543975 0.029347706 0.1807242
0.667 0.1 0.2577711 0.005338108 0.1786886
0.667 1.0 0.2554775 0.015914786 0.1782203
0.667 10.0 0.2547835 0.028269295 0.1809503
0.667 100.0 0.2547835 0.028269295 0.1809503
0.778 0.1 0.2577769 0.004931876 0.1786910
0.778 1.0 0.2556497 0.015583660 0.1783111
0.778 10.0 0.2550429 0.027064590 0.1811612
0.778 100.0 0.2550429 0.027064590 0.1811612
0.889 0.1 0.2577801 0.004715812 0.1786902
0.889 1.0 0.2557633 0.015345686 0.1783991
0.889 10.0 0.2552075 0.025836366 0.1812830
0.889 100.0 0.2552075 0.025836366 0.1812830
1.000 0.1 0.2577819 0.004589763 0.1786888
1.000 1.0 0.2558367 0.015158212 0.1784532
1.000 10.0 0.2553101 0.024627599 0.1813550
1.000 100.0 0.2553101 0.024627599 0.1813550
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.001 and C = 10.
$`GSS US Equity`$train_r2
[1] 0.2224114
$`GSS US Equity`$test_r2
[1] 0.0003108955
$`GSS US Equity`$highchart_plot
$`GSS US Equity`$best_params
sigma C
3 0.001 10
$`IMCI US Equity`
$`IMCI US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 197, 198, 198, 196, 199
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.4366039 0.034551466 0.2839062
0.001 1.0 0.4353239 0.044050553 0.2844179
0.001 10.0 0.4275008 0.085585001 0.2870363
0.001 100.0 0.4022726 0.164318668 0.2804641
0.112 0.1 0.4347764 0.013284637 0.2842373
0.112 1.0 0.4310444 0.019355753 0.2933661
0.112 10.0 0.4364932 0.026741988 0.3175923
0.112 100.0 0.4364932 0.026741988 0.3175923
0.223 0.1 0.4344523 0.019478369 0.2826071
0.223 1.0 0.4271004 0.020342664 0.2881902
0.223 10.0 0.4271443 0.021204443 0.3049454
0.223 100.0 0.4271443 0.021204443 0.3049454
0.334 0.1 0.4350410 0.019190972 0.2826629
0.334 1.0 0.4261899 0.021504312 0.2857030
0.334 10.0 0.4249442 0.022481435 0.2997123
0.334 100.0 0.4249442 0.022481435 0.2997123
0.445 0.1 0.4356464 0.016973587 0.2829738
0.445 1.0 0.4267532 0.020146273 0.2852494
0.445 10.0 0.4252186 0.022274854 0.2994453
0.445 100.0 0.4252186 0.022274854 0.2994453
0.556 0.1 0.4360797 0.014869048 0.2832178
0.556 1.0 0.4274976 0.018743651 0.2853344
0.556 10.0 0.4260928 0.020261839 0.3001506
0.556 100.0 0.4260928 0.020261839 0.3001506
0.667 0.1 0.4363450 0.012866457 0.2834287
0.667 1.0 0.4281480 0.016892157 0.2855597
0.667 10.0 0.4269338 0.017366549 0.3009172
0.667 100.0 0.4269338 0.017366549 0.3009172
0.778 0.1 0.4364951 0.011119621 0.2835768
0.778 1.0 0.4286166 0.015040763 0.2857470
0.778 10.0 0.4275437 0.014592310 0.3017452
0.778 100.0 0.4275437 0.014592310 0.3017452
0.889 0.1 0.4365810 0.009778449 0.2836750
0.889 1.0 0.4289269 0.013421758 0.2859789
0.889 10.0 0.4279338 0.012392481 0.3023382
0.889 100.0 0.4279338 0.012392481 0.3023382
1.000 0.1 0.4366369 0.008778000 0.2837419
1.000 1.0 0.4291265 0.012087944 0.2861572
1.000 10.0 0.4281876 0.010737822 0.3027384
1.000 100.0 0.4281876 0.010737822 0.3027384
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.001 and C = 100.
$`IMCI US Equity`$train_r2
[1] 0.4223688
$`IMCI US Equity`$test_r2
[1] 0.1101412
$`IMCI US Equity`$highchart_plot
$`IMCI US Equity`$best_params
sigma C
4 0.001 100
$`MUX US Equity`
$`MUX US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 197, 198, 198, 196, 199
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.2816632 0.039975054 0.1749546
0.001 1.0 0.2828188 0.032873244 0.1753831
0.001 10.0 0.2816540 0.036084823 0.1811358
0.001 100.0 0.2779730 0.069997626 0.1891736
0.112 0.1 0.2811094 0.003933502 0.1746745
0.112 1.0 0.2819387 0.017886098 0.1848096
0.112 10.0 0.2830482 0.042461090 0.1945693
0.112 100.0 0.2830482 0.042461090 0.1945693
0.223 0.1 0.2807153 0.006730066 0.1741187
0.223 1.0 0.2777149 0.027044469 0.1797218
0.223 10.0 0.2755633 0.040903845 0.1862712
0.223 100.0 0.2755633 0.040903845 0.1862712
0.334 0.1 0.2808371 0.011362117 0.1744692
0.334 1.0 0.2772664 0.033593432 0.1778157
0.334 10.0 0.2753136 0.043176214 0.1845650
0.334 100.0 0.2753136 0.043176214 0.1845650
0.445 0.1 0.2809535 0.014999543 0.1745920
0.445 1.0 0.2777866 0.037742314 0.1774936
0.445 10.0 0.2763707 0.043067509 0.1843452
0.445 100.0 0.2763707 0.043067509 0.1843452
0.556 0.1 0.2810212 0.016654065 0.1746334
0.556 1.0 0.2782248 0.038123216 0.1771495
0.556 10.0 0.2772367 0.041855038 0.1841799
0.556 100.0 0.2772367 0.041855038 0.1841799
0.667 0.1 0.2810509 0.017239931 0.1746613
0.667 1.0 0.2784774 0.036577203 0.1768688
0.667 10.0 0.2777648 0.039932157 0.1840996
0.667 100.0 0.2777648 0.039932157 0.1840996
0.778 0.1 0.2810631 0.017465511 0.1746776
0.778 1.0 0.2786136 0.034507110 0.1768159
0.778 10.0 0.2780602 0.037792018 0.1840037
0.778 100.0 0.2780602 0.037792018 0.1840037
0.889 0.1 0.2810717 0.017473320 0.1746869
0.889 1.0 0.2786894 0.032409840 0.1768372
0.889 10.0 0.2782243 0.035760949 0.1839435
0.889 100.0 0.2782243 0.035760949 0.1839435
1.000 0.1 0.2810764 0.017375403 0.1746924
1.000 1.0 0.2787278 0.030451237 0.1768382
1.000 10.0 0.2783167 0.033847507 0.1838851
1.000 100.0 0.2783167 0.033847507 0.1838851
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.334 and C = 10.
$`MUX US Equity`$train_r2
[1] 0.9946515
$`MUX US Equity`$test_r2
[1] 0.009833637
$`MUX US Equity`$highchart_plot
$`MUX US Equity`$best_params
sigma C
15 0.334 10
$`CRK US Equity`
$`CRK US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 197, 199, 197, 197, 198
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.1994152 0.0246814856 0.1401963
0.001 1.0 0.1990139 0.0346862881 0.1396490
0.001 10.0 0.2010695 0.0730259761 0.1410910
0.001 100.0 0.1958114 0.0943784697 0.1350751
0.112 0.1 0.1997838 0.0091495713 0.1379369
0.112 1.0 0.2011774 0.0245526760 0.1371826
0.112 10.0 0.2037108 0.0245846550 0.1415234
0.112 100.0 0.2037108 0.0245846550 0.1415234
0.223 0.1 0.1999304 0.0036738157 0.1388297
0.223 1.0 0.2004412 0.0112386160 0.1384621
0.223 10.0 0.1996521 0.0228561157 0.1396190
0.223 100.0 0.1996521 0.0228561157 0.1396190
0.334 0.1 0.1998372 0.0020600958 0.1394502
0.334 1.0 0.2002745 0.0052693194 0.1395542
0.334 10.0 0.1993860 0.0158585399 0.1402947
0.334 100.0 0.1993860 0.0158585399 0.1402947
0.445 0.1 0.1998199 0.0011516211 0.1399213
0.445 1.0 0.2001782 0.0030096250 0.1399940
0.445 10.0 0.1995818 0.0091284475 0.1408240
0.445 100.0 0.1995818 0.0091284475 0.1408240
0.556 0.1 0.1998095 0.0007824891 0.1401467
0.556 1.0 0.2000994 0.0019401139 0.1402117
0.556 10.0 0.1996965 0.0050606078 0.1409136
0.556 100.0 0.1996965 0.0050606078 0.1409136
0.667 0.1 0.1998123 0.0006517731 0.1403026
0.667 1.0 0.2000232 0.0014810612 0.1403492
0.667 10.0 0.1997319 0.0030810176 0.1409289
0.667 100.0 0.1997319 0.0030810176 0.1409289
0.778 0.1 0.1998136 0.0006188607 0.1404133
0.778 1.0 0.1999610 0.0012753356 0.1403726
0.778 10.0 0.1997328 0.0021667575 0.1408642
0.778 100.0 0.1997328 0.0021667575 0.1408642
0.889 0.1 0.1998147 0.0006181604 0.1404786
0.889 1.0 0.1999194 0.0011529949 0.1404125
0.889 10.0 0.1997253 0.0016744499 0.1407949
0.889 100.0 0.1997253 0.0016744499 0.1407949
1.000 0.1 0.1998148 0.0006367721 0.1405164
1.000 1.0 0.1998991 0.0010378362 0.1404786
1.000 10.0 0.1997185 0.0013955953 0.1407740
1.000 100.0 0.1997185 0.0013955953 0.1407740
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.001 and C = 100.
$`CRK US Equity`$train_r2
[1] 0.3787027
$`CRK US Equity`$test_r2
[1] 0.06972845
$`CRK US Equity`$highchart_plot
$`CRK US Equity`$best_params
sigma C
4 0.001 100
$`NROM US Equity`
$`NROM US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 199, 198, 197, 197, 197
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.1957916 0.020543531 0.1362470
0.001 1.0 0.1946110 0.025279052 0.1355579
0.001 10.0 0.1961659 0.017179096 0.1379215
0.001 100.0 0.2014525 0.014330201 0.1436106
0.112 0.1 0.1940090 0.029733316 0.1350782
0.112 1.0 0.1928594 0.032247626 0.1352825
0.112 10.0 0.1955151 0.031102029 0.1377497
0.112 100.0 0.1955195 0.030814404 0.1377732
0.223 0.1 0.1947923 0.026004885 0.1355631
0.223 1.0 0.1920573 0.031897609 0.1346112
0.223 10.0 0.1925092 0.025828425 0.1366572
0.223 100.0 0.1925092 0.025828425 0.1366572
0.334 0.1 0.1952948 0.018197267 0.1360239
0.334 1.0 0.1930497 0.023773172 0.1352059
0.334 10.0 0.1930353 0.020997600 0.1368382
0.334 100.0 0.1930353 0.020997600 0.1368382
0.445 0.1 0.1955865 0.013262538 0.1363102
0.445 1.0 0.1938326 0.016403753 0.1357397
0.445 10.0 0.1936723 0.015998256 0.1373250
0.445 100.0 0.1936723 0.015998256 0.1373250
0.556 0.1 0.1957566 0.009680929 0.1364472
0.556 1.0 0.1943125 0.011142292 0.1360327
0.556 10.0 0.1941235 0.012111599 0.1377574
0.556 100.0 0.1941235 0.012111599 0.1377574
0.667 0.1 0.1958473 0.007041937 0.1365001
0.667 1.0 0.1945993 0.007514031 0.1361814
0.667 10.0 0.1944122 0.009068348 0.1381053
0.667 100.0 0.1944122 0.009068348 0.1381053
0.778 0.1 0.1958980 0.005106521 0.1365212
0.778 1.0 0.1947726 0.005373458 0.1362669
0.778 10.0 0.1945928 0.006715316 0.1383616
0.778 100.0 0.1945928 0.006715316 0.1383616
0.889 0.1 0.1959273 0.003790985 0.1365263
0.889 1.0 0.1948737 0.003968628 0.1363343
0.889 10.0 0.1947046 0.005050015 0.1384994
0.889 100.0 0.1947046 0.005050015 0.1384994
1.000 0.1 0.1959448 0.002882854 0.1365307
1.000 1.0 0.1949332 0.003043344 0.1363604
1.000 10.0 0.1947789 0.003909238 0.1385656
1.000 100.0 0.1947789 0.003909238 0.1385656
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.223 and C = 1.
$`NROM US Equity`$train_r2
[1] 0.841058
$`NROM US Equity`$test_r2
[1] 0.012492
$`NROM US Equity`$highchart_plot
$`NROM US Equity`$best_params
sigma C
10 0.223 1
$`STRL US Equity`
$`STRL US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 197, 199, 197, 197, 198
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.2254572 0.029334264 0.1342242
0.001 1.0 0.2255449 0.040547601 0.1349453
0.001 10.0 0.2291414 0.053650970 0.1377077
0.001 100.0 0.2333370 0.057951531 0.1456488
0.112 0.1 0.2259819 0.013565897 0.1349491
0.112 1.0 0.2263385 0.009181984 0.1366298
0.112 10.0 0.2271733 0.023298335 0.1457261
0.112 100.0 0.2273410 0.022668368 0.1460978
0.223 0.1 0.2265036 0.005989175 0.1351574
0.223 1.0 0.2270252 0.001524720 0.1368521
0.223 10.0 0.2267570 0.008754073 0.1437749
0.223 100.0 0.2267570 0.008754073 0.1437749
0.334 0.1 0.2265031 0.007137621 0.1350473
0.334 1.0 0.2268830 0.003351367 0.1373492
0.334 10.0 0.2264099 0.009779481 0.1432501
0.334 100.0 0.2264099 0.009779481 0.1432501
0.445 0.1 0.2264082 0.008641683 0.1348989
0.445 1.0 0.2264372 0.007537826 0.1370013
0.445 10.0 0.2258708 0.010125668 0.1422860
0.445 100.0 0.2258708 0.010125668 0.1422860
0.556 0.1 0.2263059 0.009175251 0.1347321
0.556 1.0 0.2260599 0.010137707 0.1365816
0.556 10.0 0.2253792 0.008807842 0.1413560
0.556 100.0 0.2253792 0.008807842 0.1413560
0.667 0.1 0.2262418 0.008490422 0.1346268
0.667 1.0 0.2257648 0.011662865 0.1362152
0.667 10.0 0.2250416 0.007161953 0.1407055
0.667 100.0 0.2250416 0.007161953 0.1407055
0.778 0.1 0.2261981 0.007253687 0.1345521
0.778 1.0 0.2255630 0.012440660 0.1359370
0.778 10.0 0.2248186 0.005758330 0.1402798
0.778 100.0 0.2248186 0.005758330 0.1402798
0.889 0.1 0.2261644 0.005839226 0.1344961
0.889 1.0 0.2254032 0.012201424 0.1356853
0.889 10.0 0.2246696 0.004780963 0.1399873
0.889 100.0 0.2246696 0.004780963 0.1399873
1.000 0.1 0.2261380 0.004557261 0.1344567
1.000 1.0 0.2252811 0.011558201 0.1354743
1.000 10.0 0.2245656 0.004146112 0.1397590
1.000 100.0 0.2245656 0.004146112 0.1397590
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 1 and C = 10.
$`STRL US Equity`$train_r2
[1] 0.9947228
$`STRL US Equity`$test_r2
[1] 0.006314307
$`STRL US Equity`$highchart_plot
$`STRL US Equity`$best_params
sigma C
39 1 10
$`VGZ US Equity`
$`VGZ US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 199, 197, 197, 198, 197
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.2666201 0.033457105 0.1672241
0.001 1.0 0.2650957 0.052236095 0.1674693
0.001 10.0 0.2632480 0.088096338 0.1692261
0.001 100.0 0.2561535 0.134151969 0.1700788
0.112 0.1 0.2664387 0.014971338 0.1678861
0.112 1.0 0.2683214 0.016357189 0.1704484
0.112 10.0 0.2679792 0.043563899 0.1750074
0.112 100.0 0.2679792 0.043563899 0.1750074
0.223 0.1 0.2669277 0.012875829 0.1675744
0.223 1.0 0.2666991 0.022749315 0.1677102
0.223 10.0 0.2669413 0.030670144 0.1714109
0.223 100.0 0.2669413 0.030670144 0.1714109
0.334 0.1 0.2669802 0.012586640 0.1672183
0.334 1.0 0.2656788 0.018118456 0.1660065
0.334 10.0 0.2660402 0.023414398 0.1697872
0.334 100.0 0.2660402 0.023414398 0.1697872
0.445 0.1 0.2669738 0.012673465 0.1670299
0.445 1.0 0.2652808 0.013006162 0.1653858
0.445 10.0 0.2656735 0.016976524 0.1692492
0.445 100.0 0.2656735 0.016976524 0.1692492
0.556 0.1 0.2669791 0.012426185 0.1669709
0.556 1.0 0.2652318 0.009222993 0.1653496
0.556 10.0 0.2656234 0.011797210 0.1694099
0.556 100.0 0.2656234 0.011797210 0.1694099
0.667 0.1 0.2670061 0.012249295 0.1669561
0.667 1.0 0.2652926 0.007618924 0.1654002
0.667 10.0 0.2656761 0.007929411 0.1695563
0.667 100.0 0.2656761 0.007929411 0.1695563
0.778 0.1 0.2670304 0.012148619 0.1669605
0.778 1.0 0.2653658 0.007458742 0.1654535
0.778 10.0 0.2657540 0.005402214 0.1697513
0.778 100.0 0.2657540 0.005402214 0.1697513
0.889 0.1 0.2670477 0.012075358 0.1669683
0.889 1.0 0.2654259 0.008108088 0.1655259
0.889 10.0 0.2658240 0.003957631 0.1699404
0.889 100.0 0.2658240 0.003957631 0.1699404
1.000 0.1 0.2670628 0.011958207 0.1669777
1.000 1.0 0.2654727 0.008992293 0.1656159
1.000 10.0 0.2658788 0.003207219 0.1700690
1.000 100.0 0.2658788 0.003207219 0.1700690
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.001 and C = 100.
$`VGZ US Equity`$train_r2
[1] 0.4416313
$`VGZ US Equity`$test_r2
[1] 0.1497382
$`VGZ US Equity`$highchart_plot
$`VGZ US Equity`$best_params
sigma C
4 0.001 100
$`AMSWA US Equity`
$`AMSWA US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 197, 199, 197, 197, 198
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.1631291 0.023057069 0.1077382
0.001 1.0 0.1640473 0.014676413 0.1064463
0.001 10.0 0.1662052 0.046862750 0.1064768
0.001 100.0 0.1669783 0.084388910 0.1065177
0.112 0.1 0.1635938 0.003745093 0.1073750
0.112 1.0 0.1649258 0.006048922 0.1083242
0.112 10.0 0.1685561 0.010187722 0.1129733
0.112 100.0 0.1685561 0.010187722 0.1129733
0.223 0.1 0.1635922 0.001803420 0.1078040
0.223 1.0 0.1639837 0.003853693 0.1089218
0.223 10.0 0.1649512 0.004246227 0.1101816
0.223 100.0 0.1649512 0.004246227 0.1101816
0.334 0.1 0.1635504 0.001252955 0.1079744
0.334 1.0 0.1635636 0.004773011 0.1088186
0.334 10.0 0.1640116 0.003389736 0.1095507
0.334 100.0 0.1640116 0.003389736 0.1095507
0.445 0.1 0.1635218 0.001600172 0.1080940
0.445 1.0 0.1635038 0.003366829 0.1086522
0.445 10.0 0.1637967 0.003091480 0.1093861
0.445 100.0 0.1637967 0.003091480 0.1093861
0.556 0.1 0.1635090 0.002841709 0.1081922
0.556 1.0 0.1634883 0.002068994 0.1086732
0.556 10.0 0.1637521 0.003636511 0.1093332
0.556 100.0 0.1637521 0.003636511 0.1093332
0.667 0.1 0.1635008 0.004199341 0.1082566
0.667 1.0 0.1634672 0.002056875 0.1086830
0.667 10.0 0.1637316 0.004704592 0.1093102
0.667 100.0 0.1637316 0.004704592 0.1093102
0.778 0.1 0.1634889 0.005214712 0.1082750
0.778 1.0 0.1634461 0.002863560 0.1086668
0.778 10.0 0.1637132 0.005767050 0.1092869
0.778 100.0 0.1637132 0.005767050 0.1092869
0.889 0.1 0.1634750 0.005879565 0.1082682
0.889 1.0 0.1634243 0.003809973 0.1086178
0.889 10.0 0.1636897 0.006539248 0.1092487
0.889 100.0 0.1636897 0.006539248 0.1092487
1.000 0.1 0.1634605 0.006366381 0.1082585
1.000 1.0 0.1634020 0.004606652 0.1085753
1.000 10.0 0.1636640 0.007010219 0.1091870
1.000 100.0 0.1636640 0.007010219 0.1091870
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.001 and C = 0.1.
$`AMSWA US Equity`$train_r2
[1] 0.06705103
$`AMSWA US Equity`$test_r2
[1] 0.04585601
$`AMSWA US Equity`$highchart_plot
$`AMSWA US Equity`$best_params
sigma C
1 0.001 0.1
$`CHCR US Equity`
$`CHCR US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 197, 198, 198, 196, 199
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.3271137 0.040193707 0.2101890
0.001 1.0 0.3291825 0.053439893 0.2137824
0.001 10.0 0.3270006 0.080961179 0.2167186
0.001 100.0 0.3305356 0.082985998 0.2228966
0.112 0.1 0.3269033 0.032086135 0.2102159
0.112 1.0 0.3247605 0.049172893 0.2130012
0.112 10.0 0.3318117 0.035895366 0.2265681
0.112 100.0 0.3325085 0.033295358 0.2275309
0.223 0.1 0.3276911 0.012050842 0.2102474
0.223 1.0 0.3269437 0.024234931 0.2120978
0.223 10.0 0.3288131 0.012063998 0.2215504
0.223 100.0 0.3288131 0.012063998 0.2215504
0.334 0.1 0.3276642 0.012521598 0.2103117
0.334 1.0 0.3272913 0.015897860 0.2122362
0.334 10.0 0.3276396 0.008156830 0.2207406
0.334 100.0 0.3276396 0.008156830 0.2207406
0.445 0.1 0.3274478 0.014843851 0.2101421
0.445 1.0 0.3267633 0.014532713 0.2116938
0.445 10.0 0.3266630 0.007889988 0.2198644
0.445 100.0 0.3266630 0.007889988 0.2198644
0.556 0.1 0.3272785 0.016400482 0.2099861
0.556 1.0 0.3262231 0.013973892 0.2110326
0.556 10.0 0.3261014 0.008041029 0.2191601
0.556 100.0 0.3261014 0.008041029 0.2191601
0.667 0.1 0.3271637 0.017520106 0.2098764
0.667 1.0 0.3258390 0.013183753 0.2105977
0.667 10.0 0.3257908 0.008243418 0.2186220
0.667 100.0 0.3257908 0.008243418 0.2186220
0.778 0.1 0.3270997 0.018187206 0.2098113
0.778 1.0 0.3255856 0.012263802 0.2102976
0.778 10.0 0.3256139 0.008379391 0.2182689
0.778 100.0 0.3256139 0.008379391 0.2182689
0.889 0.1 0.3270619 0.018537909 0.2097779
0.889 1.0 0.3254278 0.011404271 0.2101177
0.889 10.0 0.3255130 0.008525426 0.2180485
0.889 100.0 0.3255130 0.008525426 0.2180485
1.000 0.1 0.3270376 0.018610708 0.2097594
1.000 1.0 0.3253321 0.010707580 0.2100075
1.000 10.0 0.3254554 0.008719088 0.2179197
1.000 100.0 0.3254554 0.008719088 0.2179197
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.112 and C = 1.
$`CHCR US Equity`$train_r2
[1] 0.7462213
$`CHCR US Equity`$test_r2
[1] 0.07484933
$`CHCR US Equity`$highchart_plot
$`CHCR US Equity`$best_params
sigma C
6 0.112 1
$`AXR US Equity`
$`AXR US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 197, 198, 198, 196, 199
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.1720011 0.016377794 0.1165646
0.001 1.0 0.1722918 0.010737519 0.1172881
0.001 10.0 0.1668411 0.070755916 0.1160646
0.001 100.0 0.1597177 0.160444030 0.1127218
0.112 0.1 0.1716806 0.012776141 0.1158578
0.112 1.0 0.1704716 0.020729747 0.1161792
0.112 10.0 0.1692345 0.041581520 0.1189791
0.112 100.0 0.1692345 0.041581520 0.1189791
0.223 0.1 0.1718293 0.006498066 0.1161610
0.223 1.0 0.1716721 0.006424681 0.1169499
0.223 10.0 0.1709768 0.012555219 0.1184713
0.223 100.0 0.1709768 0.012555219 0.1184713
0.334 0.1 0.1718716 0.004730250 0.1162961
0.334 1.0 0.1715079 0.008612895 0.1167142
0.334 10.0 0.1710646 0.012328359 0.1183707
0.334 100.0 0.1710646 0.012328359 0.1183707
0.445 0.1 0.1718857 0.004145934 0.1163768
0.445 1.0 0.1713963 0.011630067 0.1163935
0.445 10.0 0.1710649 0.014308754 0.1186416
0.445 100.0 0.1710649 0.014308754 0.1186416
0.556 0.1 0.1718804 0.003839591 0.1164047
0.556 1.0 0.1713656 0.012549321 0.1163749
0.556 10.0 0.1710988 0.014929284 0.1188784
0.556 100.0 0.1710988 0.014929284 0.1188784
0.667 0.1 0.1718767 0.003606697 0.1164071
0.667 1.0 0.1713704 0.012006641 0.1164325
0.667 10.0 0.1711285 0.014269832 0.1190076
0.667 100.0 0.1711285 0.014269832 0.1190076
0.778 0.1 0.1718733 0.003428444 0.1164097
0.778 1.0 0.1713894 0.011113337 0.1164698
0.778 10.0 0.1711560 0.013196727 0.1190854
0.778 100.0 0.1711560 0.013196727 0.1190854
0.889 0.1 0.1718712 0.003304047 0.1164145
0.889 1.0 0.1714122 0.010273713 0.1164989
0.889 10.0 0.1711805 0.012139816 0.1191284
0.889 100.0 0.1711805 0.012139816 0.1191284
1.000 0.1 0.1718701 0.003279472 0.1164173
1.000 1.0 0.1714341 0.009569222 0.1165244
1.000 10.0 0.1712018 0.011222085 0.1191551
1.000 100.0 0.1712018 0.011222085 0.1191551
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.001 and C = 100.
$`AXR US Equity`$train_r2
[1] 0.4370739
$`AXR US Equity`$test_r2
[1] 0.2113161
$`AXR US Equity`$highchart_plot
$`AXR US Equity`$best_params
sigma C
4 0.001 100
$`NIMU US Equity`
$`NIMU US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 197, 199, 197, 197, 198
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.3983047 0.04839015 0.2088192
0.001 1.0 0.3955449 0.06339928 0.2073256
0.001 10.0 0.3890459 0.08469187 0.2077227
0.001 100.0 0.3987924 0.09948917 0.2155438
0.112 0.1 0.3952256 0.05951951 0.2078036
0.112 1.0 0.3851578 0.08108059 0.2069103
0.112 10.0 0.3738148 0.12275409 0.2258877
0.112 100.0 0.3745458 0.12172480 0.2270028
0.223 0.1 0.3965441 0.04231891 0.2079159
0.223 1.0 0.3900569 0.04812674 0.2070529
0.223 10.0 0.3827545 0.06402278 0.2221124
0.223 100.0 0.3827545 0.06402278 0.2221124
0.334 0.1 0.3973745 0.03425803 0.2082044
0.334 1.0 0.3924058 0.03074714 0.2082901
0.334 10.0 0.3873475 0.03828197 0.2224167
0.334 100.0 0.3873475 0.03828197 0.2224167
0.445 0.1 0.3979128 0.02878862 0.2085039
0.445 1.0 0.3934188 0.02353900 0.2085299
0.445 10.0 0.3891546 0.02752785 0.2231501
0.445 100.0 0.3891546 0.02752785 0.2231501
0.556 0.1 0.3982755 0.02416857 0.2087286
0.556 1.0 0.3940342 0.01964020 0.2083926
0.556 10.0 0.3901352 0.02184839 0.2232766
0.556 100.0 0.3901352 0.02184839 0.2232766
0.667 0.1 0.3985183 0.02004548 0.2088615
0.667 1.0 0.3944874 0.01690415 0.2086137
0.667 10.0 0.3908429 0.01859230 0.2233331
0.667 100.0 0.3908429 0.01859230 0.2233331
0.778 0.1 0.3986869 0.01661673 0.2089547
0.778 1.0 0.3948576 0.01459200 0.2088850
0.778 10.0 0.3914155 0.01647000 0.2233956
0.778 100.0 0.3914155 0.01647000 0.2233956
0.889 0.1 0.3988021 0.01404816 0.2090321
0.889 1.0 0.3951557 0.01238804 0.2090783
0.889 10.0 0.3918880 0.01492506 0.2233688
0.889 100.0 0.3918880 0.01492506 0.2233688
1.000 0.1 0.3988835 0.01217621 0.2090862
1.000 1.0 0.3953956 0.01052367 0.2092301
1.000 10.0 0.3922695 0.01376981 0.2234987
1.000 100.0 0.3922695 0.01376981 0.2234987
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.112 and C = 10.
$`NIMU US Equity`$train_r2
[1] 0.9913195
$`NIMU US Equity`$test_r2
[1] 0.2029257
$`NIMU US Equity`$highchart_plot
$`NIMU US Equity`$best_params
sigma C
7 0.112 10
$`RELV US Equity`
$`RELV US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 197, 198, 198, 196, 199
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.2088826 0.039520096 0.1229814
0.001 1.0 0.2080105 0.047276270 0.1218964
0.001 10.0 0.2012771 0.108781858 0.1164357
0.001 100.0 0.1984481 0.157078979 0.1159832
0.112 0.1 0.2081606 0.015491878 0.1230192
0.112 1.0 0.2047515 0.039562212 0.1215335
0.112 10.0 0.2122420 0.048187580 0.1291955
0.112 100.0 0.2122275 0.048249379 0.1292033
0.223 0.1 0.2082835 0.011047806 0.1235315
0.223 1.0 0.2053179 0.024584769 0.1231852
0.223 10.0 0.2073653 0.016977918 0.1277774
0.223 100.0 0.2073653 0.016977918 0.1277774
0.334 0.1 0.2084439 0.006448612 0.1236203
0.334 1.0 0.2060110 0.014572522 0.1240175
0.334 10.0 0.2064823 0.012683806 0.1279015
0.334 100.0 0.2064823 0.012683806 0.1279015
0.445 0.1 0.2085477 0.003264284 0.1236077
0.445 1.0 0.2063661 0.009381523 0.1245651
0.445 10.0 0.2064518 0.011996629 0.1278787
0.445 100.0 0.2064518 0.011996629 0.1278787
0.556 0.1 0.2086140 0.001656080 0.1235961
0.556 1.0 0.2065807 0.006895881 0.1247201
0.556 10.0 0.2066245 0.011092524 0.1278247
0.556 100.0 0.2066245 0.011092524 0.1278247
0.667 0.1 0.2086438 0.001258375 0.1235587
0.667 1.0 0.2067164 0.005860320 0.1247151
0.667 10.0 0.2068116 0.010271705 0.1278512
0.667 100.0 0.2068116 0.010271705 0.1278512
0.778 0.1 0.2086586 0.001342399 0.1235191
0.778 1.0 0.2068058 0.005388043 0.1246528
0.778 10.0 0.2069709 0.009639839 0.1278256
0.778 100.0 0.2069709 0.009639839 0.1278256
0.889 0.1 0.2086679 0.001556218 0.1234830
0.889 1.0 0.2068681 0.005193286 0.1245637
0.889 10.0 0.2071016 0.009013330 0.1278471
0.889 100.0 0.2071016 0.009013330 0.1278471
1.000 0.1 0.2086711 0.001789076 0.1234555
1.000 1.0 0.2069107 0.005126806 0.1244802
1.000 10.0 0.2072049 0.008486998 0.1279067
1.000 100.0 0.2072049 0.008486998 0.1279067
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.001 and C = 100.
$`RELV US Equity`$train_r2
[1] 0.3856508
$`RELV US Equity`$test_r2
[1] 0.01794568
$`RELV US Equity`$highchart_plot
$`RELV US Equity`$best_params
sigma C
4 0.001 100
$`RGEN US Equity`
$`RGEN US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 197, 198, 198, 196, 199
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.2141392 0.02793463 0.1432971
0.001 1.0 0.2120168 0.04803105 0.1411603
0.001 10.0 0.1979710 0.16335448 0.1331371
0.001 100.0 0.1895165 0.23429266 0.1326856
0.112 0.1 0.2133709 0.02099157 0.1421643
0.112 1.0 0.2106740 0.05048303 0.1404655
0.112 10.0 0.2127805 0.04677881 0.1462210
0.112 100.0 0.2127805 0.04677881 0.1462210
0.223 0.1 0.2136173 0.02042741 0.1427453
0.223 1.0 0.2112560 0.03248700 0.1424782
0.223 10.0 0.2113843 0.03370188 0.1471054
0.223 100.0 0.2113843 0.03370188 0.1471054
0.334 0.1 0.2137210 0.01718294 0.1431824
0.334 1.0 0.2116879 0.02355304 0.1434825
0.334 10.0 0.2118742 0.02540458 0.1475740
0.334 100.0 0.2118742 0.02540458 0.1475740
0.445 0.1 0.2137703 0.01590102 0.1433758
0.445 1.0 0.2121267 0.01905746 0.1440314
0.445 10.0 0.2124194 0.02023491 0.1479289
0.445 100.0 0.2124194 0.02023491 0.1479289
0.556 0.1 0.2137957 0.01533891 0.1434942
0.556 1.0 0.2123346 0.01714996 0.1443846
0.556 10.0 0.2127065 0.01811911 0.1481115
0.556 100.0 0.2127065 0.01811911 0.1481115
0.667 0.1 0.2138159 0.01481234 0.1435676
0.667 1.0 0.2124635 0.01617149 0.1446291
0.667 10.0 0.2128458 0.01705567 0.1482543
0.667 100.0 0.2128458 0.01705567 0.1482543
0.778 0.1 0.2138349 0.01418661 0.1436121
0.778 1.0 0.2125568 0.01557026 0.1448524
0.778 10.0 0.2129328 0.01629791 0.1483756
0.778 100.0 0.2129328 0.01629791 0.1483756
0.889 0.1 0.2138518 0.01347857 0.1436367
0.889 1.0 0.2126384 0.01493614 0.1450103
0.889 10.0 0.2129972 0.01569430 0.1484542
0.889 100.0 0.2129972 0.01569430 0.1484542
1.000 0.1 0.2138624 0.01270853 0.1436498
1.000 1.0 0.2127029 0.01425695 0.1451066
1.000 10.0 0.2130471 0.01501940 0.1485191
1.000 100.0 0.2130471 0.01501940 0.1485191
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.001 and C = 100.
$`RGEN US Equity`$train_r2
[1] 0.6138922
$`RGEN US Equity`$test_r2
[1] 0.009763993
$`RGEN US Equity`$highchart_plot
$`RGEN US Equity`$best_params
sigma C
4 0.001 100
$`CVA US Equity`
$`CVA US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
244 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 194, 196, 196, 194, 196
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.1779505 0.0528452301 0.10141041
0.001 1.0 0.1772762 0.0560875655 0.10026467
0.001 10.0 0.1673940 0.1424394619 0.09882874
0.001 100.0 0.1654251 0.1606885492 0.10145570
0.112 0.1 0.1783661 0.0206049590 0.10154527
0.112 1.0 0.1793007 0.0131085289 0.10276843
0.112 10.0 0.1833876 0.0187191108 0.11274034
0.112 100.0 0.1839783 0.0186751156 0.11368670
0.223 0.1 0.1789412 0.0061293376 0.10192747
0.223 1.0 0.1799636 0.0019823517 0.10416304
0.223 10.0 0.1788499 0.0169154645 0.10862039
0.223 100.0 0.1788499 0.0169154645 0.10862039
0.334 0.1 0.1789624 0.0028403177 0.10180830
0.334 1.0 0.1798672 0.0008999136 0.10387652
0.334 10.0 0.1780353 0.0113194930 0.10678781
0.334 100.0 0.1780353 0.0113194930 0.10678781
0.445 0.1 0.1788762 0.0012068149 0.10160584
0.445 1.0 0.1793779 0.0016301496 0.10283169
0.445 10.0 0.1778592 0.0093229984 0.10606908
0.445 100.0 0.1778592 0.0093229984 0.10606908
0.556 0.1 0.1787756 0.0006994230 0.10145119
0.556 1.0 0.1790118 0.0022395052 0.10226664
0.556 10.0 0.1777278 0.0091464758 0.10551497
0.556 100.0 0.1777278 0.0091464758 0.10551497
0.667 0.1 0.1786970 0.0009488374 0.10134265
0.667 1.0 0.1787445 0.0026839022 0.10191675
0.667 10.0 0.1776179 0.0092207196 0.10507551
0.667 100.0 0.1776179 0.0092207196 0.10507551
0.778 0.1 0.1786451 0.0014162121 0.10128276
0.778 1.0 0.1785693 0.0030483579 0.10173979
0.778 10.0 0.1775300 0.0092979676 0.10479928
0.778 100.0 0.1775300 0.0092979676 0.10479928
0.889 0.1 0.1786141 0.0018799996 0.10125071
0.889 1.0 0.1784465 0.0033746230 0.10159549
0.889 10.0 0.1774689 0.0093295969 0.10460880
0.889 100.0 0.1774689 0.0093295969 0.10460880
1.000 0.1 0.1785939 0.0022614701 0.10123676
1.000 1.0 0.1783567 0.0036546062 0.10144247
1.000 10.0 0.1774285 0.0093846026 0.10449825
1.000 100.0 0.1774285 0.0093846026 0.10449825
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.001 and C = 100.
$`CVA US Equity`$train_r2
[1] 0.5607472
$`CVA US Equity`$test_r2
[1] 0.04835706
$`CVA US Equity`$highchart_plot
$`CVA US Equity`$best_params
sigma C
4 0.001 100
$`BIIB US Equity`
$`BIIB US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 197, 199, 197, 197, 198
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.1395779 0.044695264 0.09903653
0.001 1.0 0.1373526 0.047851472 0.09755281
0.001 10.0 0.1339776 0.089750838 0.09632985
0.001 100.0 0.1349994 0.117151367 0.09732782
0.112 0.1 0.1403581 0.013737905 0.10004408
0.112 1.0 0.1402187 0.022083052 0.10117468
0.112 10.0 0.1442907 0.010587728 0.10570172
0.112 100.0 0.1443009 0.010605577 0.10570164
0.223 0.1 0.1401472 0.008945346 0.09967397
0.223 1.0 0.1410375 0.004308251 0.10123512
0.223 10.0 0.1423415 0.004743880 0.10255206
0.223 100.0 0.1423415 0.004743880 0.10255206
0.334 0.1 0.1399993 0.006134538 0.09945646
0.334 1.0 0.1406041 0.003319165 0.10041528
0.334 10.0 0.1411636 0.003795428 0.10112163
0.334 100.0 0.1411636 0.003795428 0.10112163
0.445 0.1 0.1399526 0.004642806 0.09935279
0.445 1.0 0.1402384 0.003360385 0.09990732
0.445 10.0 0.1405273 0.002986721 0.10032537
0.445 100.0 0.1405273 0.002986721 0.10032537
0.556 0.1 0.1399379 0.004096998 0.09930671
0.556 1.0 0.1400852 0.003446177 0.09966423
0.556 10.0 0.1402507 0.002665217 0.10000885
0.556 100.0 0.1402507 0.002665217 0.10000885
0.667 0.1 0.1399325 0.004139642 0.09928847
0.667 1.0 0.1400248 0.003486266 0.09954646
0.667 10.0 0.1401332 0.002619659 0.09983848
0.667 100.0 0.1401332 0.002619659 0.09983848
0.778 0.1 0.1399302 0.004438107 0.09927918
0.778 1.0 0.1399972 0.003581441 0.09946986
0.778 10.0 0.1400779 0.002724849 0.09974618
0.778 100.0 0.1400779 0.002724849 0.09974618
0.889 0.1 0.1399290 0.004808509 0.09927422
0.889 1.0 0.1399816 0.003713814 0.09941802
0.889 10.0 0.1400482 0.002886026 0.09967701
0.889 100.0 0.1400482 0.002886026 0.09967701
1.000 0.1 0.1399282 0.005137705 0.09927081
1.000 1.0 0.1399708 0.003866066 0.09938017
1.000 10.0 0.1400301 0.003070753 0.09962518
1.000 100.0 0.1400301 0.003070753 0.09962518
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.001 and C = 10.
$`BIIB US Equity`$train_r2
[1] 0.2957065
$`BIIB US Equity`$test_r2
[1] 0.0005143247
$`BIIB US Equity`$highchart_plot
$`BIIB US Equity`$best_params
sigma C
3 0.001 10
$`DBD US Equity`
$`DBD US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 197, 198, 198, 196, 199
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.09927587 0.040496484 0.07346398
0.001 1.0 0.09777667 0.052116254 0.07169002
0.001 10.0 0.09212715 0.173386768 0.06764641
0.001 100.0 0.08571819 0.271940240 0.06497956
0.112 0.1 0.09923914 0.015520102 0.07335566
0.112 1.0 0.09865465 0.032324625 0.07337643
0.112 10.0 0.09743980 0.061375429 0.07345679
0.112 100.0 0.09743980 0.061375429 0.07345679
0.223 0.1 0.09972209 0.005542653 0.07399610
0.223 1.0 0.09968874 0.008395425 0.07391520
0.223 10.0 0.09937506 0.016372671 0.07425359
0.223 100.0 0.09937506 0.016372671 0.07425359
0.334 0.1 0.09979721 0.009073320 0.07411998
0.334 1.0 0.09983719 0.004999488 0.07414493
0.334 10.0 0.09969755 0.004630179 0.07427358
0.334 100.0 0.09969755 0.004630179 0.07427358
0.445 0.1 0.09979694 0.012664733 0.07413425
0.445 1.0 0.09982811 0.005888433 0.07419587
0.445 10.0 0.09974345 0.002474272 0.07426303
0.445 100.0 0.09974345 0.002474272 0.07426303
0.556 0.1 0.09978858 0.013543555 0.07412687
0.556 1.0 0.09981144 0.006936438 0.07418618
0.556 10.0 0.09974243 0.002932384 0.07423785
0.556 100.0 0.09974243 0.002932384 0.07423785
0.667 0.1 0.09978135 0.012698156 0.07411698
0.667 1.0 0.09979868 0.008023161 0.07415898
0.667 10.0 0.09973437 0.004972366 0.07420894
0.667 100.0 0.09973437 0.004972366 0.07420894
0.778 0.1 0.09977570 0.011665397 0.07410842
0.778 1.0 0.09978901 0.009193642 0.07413604
0.778 10.0 0.09972629 0.007255106 0.07417520
0.778 100.0 0.09972629 0.007255106 0.07417520
0.889 0.1 0.09977137 0.011233340 0.07410161
0.889 1.0 0.09978148 0.009992714 0.07411852
0.889 10.0 0.09971949 0.008464203 0.07415046
0.889 100.0 0.09971949 0.008464203 0.07415046
1.000 0.1 0.09976806 0.011055407 0.07409625
1.000 1.0 0.09977553 0.010466273 0.07410558
1.000 10.0 0.09971378 0.009873763 0.07413659
1.000 100.0 0.09971378 0.009873763 0.07413659
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.001 and C = 100.
$`DBD US Equity`$train_r2
[1] 0.525708
$`DBD US Equity`$test_r2
[1] 0.006039629
$`DBD US Equity`$highchart_plot
$`DBD US Equity`$best_params
sigma C
4 0.001 100
$`IEC US Equity`
$`IEC US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
244 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 194, 196, 195, 195, 196
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.2517332 0.058715984 0.1582898
0.001 1.0 0.2534342 0.064634678 0.1580138
0.001 10.0 0.2587229 0.033709604 0.1616060
0.001 100.0 0.2893365 0.043006552 0.1738080
0.112 0.1 0.2525637 0.016567518 0.1589507
0.112 1.0 0.2581477 0.011315340 0.1642872
0.112 10.0 0.2703382 0.028076299 0.1808402
0.112 100.0 0.2706727 0.029127154 0.1829364
0.223 0.1 0.2521319 0.011045695 0.1590121
0.223 1.0 0.2555193 0.004615003 0.1641835
0.223 10.0 0.2613694 0.006132820 0.1726062
0.223 100.0 0.2613694 0.006132820 0.1726062
0.334 0.1 0.2519591 0.007914231 0.1590958
0.334 1.0 0.2540806 0.002280490 0.1633632
0.334 10.0 0.2587968 0.001716950 0.1698658
0.334 100.0 0.2587968 0.001716950 0.1698658
0.445 0.1 0.2518791 0.006243117 0.1590983
0.445 1.0 0.2534397 0.001726660 0.1624593
0.445 10.0 0.2576653 0.003535057 0.1686780
0.445 100.0 0.2576653 0.003535057 0.1686780
0.556 0.1 0.2518261 0.006148005 0.1590758
0.556 1.0 0.2529906 0.003125706 0.1616027
0.556 10.0 0.2568417 0.006700123 0.1677346
0.556 100.0 0.2568417 0.006700123 0.1677346
0.667 0.1 0.2518012 0.006436304 0.1590450
0.667 1.0 0.2526428 0.004922299 0.1609625
0.667 10.0 0.2562161 0.008577971 0.1670542
0.667 100.0 0.2562161 0.008577971 0.1670542
0.778 0.1 0.2517943 0.006786504 0.1590129
0.778 1.0 0.2523916 0.006317991 0.1605973
0.778 10.0 0.2557756 0.008889273 0.1667089
0.778 100.0 0.2557756 0.008889273 0.1667089
0.889 0.1 0.2517964 0.007138428 0.1589852
0.889 1.0 0.2522196 0.006850084 0.1603960
0.889 10.0 0.2554758 0.008121391 0.1665049
0.889 100.0 0.2554758 0.008121391 0.1665049
1.000 0.1 0.2517999 0.007325098 0.1589618
1.000 1.0 0.2521025 0.006741801 0.1602812
1.000 10.0 0.2552812 0.007208632 0.1663803
1.000 100.0 0.2552812 0.007208632 0.1663803
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.001 and C = 0.1.
$`IEC US Equity`$train_r2
[1] 0.02078148
$`IEC US Equity`$test_r2
[1] 0.01580176
$`IEC US Equity`$highchart_plot
$`IEC US Equity`$best_params
sigma C
1 0.001 0.1
$`IHT US Equity`
$`IHT US Equity`$model
Support Vector Machines with Radial Basis Function Kernel
247 samples
22 predictor
Pre-processing: centered (22), scaled (22)
Resampling: Cross-Validated (5 fold)
Summary of sample sizes: 197, 198, 198, 196, 199
Resampling results across tuning parameters:
sigma C RMSE Rsquared MAE
0.001 0.1 0.1404410 0.061512148 0.09450249
0.001 1.0 0.1375554 0.077028121 0.09202498
0.001 10.0 0.1307255 0.170187508 0.08917627
0.001 100.0 0.1277721 0.218805295 0.09231554
0.112 0.1 0.1401057 0.022701713 0.09351373
0.112 1.0 0.1377145 0.060459817 0.09404013
0.112 10.0 0.1389793 0.058500700 0.10025481
0.112 100.0 0.1389641 0.058691241 0.10028692
0.223 0.1 0.1406399 0.007967563 0.09431345
0.223 1.0 0.1407817 0.008184501 0.09454603
0.223 10.0 0.1402346 0.019381287 0.09761302
0.223 100.0 0.1402346 0.019381287 0.09761302
0.334 0.1 0.1407886 0.007043672 0.09464475
0.334 1.0 0.1408529 0.002179963 0.09456993
0.334 10.0 0.1404308 0.009006888 0.09692374
0.334 100.0 0.1404308 0.009006888 0.09692374
0.445 0.1 0.1408420 0.007299141 0.09478646
0.445 1.0 0.1406590 0.001283862 0.09454499
0.445 10.0 0.1402952 0.006462415 0.09667386
0.445 100.0 0.1402952 0.006462415 0.09667386
0.556 0.1 0.1408717 0.007134469 0.09485440
0.556 1.0 0.1405382 0.001126850 0.09466899
0.556 10.0 0.1402047 0.005717959 0.09661078
0.556 100.0 0.1402047 0.005717959 0.09661078
0.667 0.1 0.1408891 0.006450223 0.09489144
0.667 1.0 0.1404740 0.001481047 0.09475736
0.667 10.0 0.1401609 0.005797329 0.09655182
0.667 100.0 0.1401609 0.005797329 0.09655182
0.778 0.1 0.1408994 0.005504197 0.09491399
0.778 1.0 0.1404393 0.002222552 0.09481889
0.778 10.0 0.1401431 0.006230035 0.09660838
0.778 100.0 0.1401431 0.006230035 0.09660838
0.889 0.1 0.1409055 0.004600015 0.09492884
0.889 1.0 0.1404204 0.003162859 0.09485973
0.889 10.0 0.1401373 0.006757114 0.09666021
0.889 100.0 0.1401373 0.006757114 0.09666021
1.000 0.1 0.1409098 0.003870166 0.09493919
1.000 1.0 0.1404109 0.004098049 0.09489381
1.000 10.0 0.1401372 0.007289583 0.09670064
1.000 100.0 0.1401372 0.007289583 0.09670064
RMSE was used to select the optimal model using the smallest value.
The final values used for the model were sigma = 0.001 and C = 100.
$`IHT US Equity`$train_r2
[1] 0.4696418
$`IHT US Equity`$test_r2
[1] 0.2407931
$`IHT US Equity`$highchart_plot
$`IHT US Equity`$best_params
sigma C
4 0.001 100Remarks: Among the different tickers, we can see different levels of performance in terms of test and validation sets. In all cases the train was better than the test. However the difference significantly varied from ticker to ticker. For example, DBD US Equity train R2 value was 0.525708 but had a test R2 of 0.006039629 which indicates significant overfitting. Other tickers had stable yet poor performance. For example, IEC US Equity had a train R2 of 0.02078148 and a test R2 of 0.01580176. This example shows significantly less overfitting, yet still a poor fit to the data.
In the way that each ticker perfomed differently, the paramaters for each ticker were drastically different. The C (Regularization Parameter): Controls the trade-off between achieving a low error on the training set and minimizing model complexity to prevent overfitting. We can see that some tickers had a C = .1 and others C = 100, asserting the complex trade off between bias and variance present in the model for each ticker in the portfolio. Overall, we can see how the model struggles to generalize to a single ticker within the portfolio. Now, I will forecast aggregated portfolio returns.
Portfolio Returns Forecasts
Random Forest
# Function to prepare data and train Random Forest model
prepare_and_train_rf <- function(data, forecast_years = 3) {
# Convert to tibble
data_tbl <- as_tibble(data)
# Calculate average monthly returns across all tickers
portfolio_returns <- data_tbl |>
mutate(date = as.Date(date)) |>
group_by(yearmonth = yearmonth(date)) |> # Group by year and month
summarize(return = mean(return, na.rm = TRUE), .groups = "drop") |>
arrange(yearmonth)
# Convert `yearmonth` back to Date for compatibility
portfolio_returns <- portfolio_returns %>%
mutate(date = as.Date(yearmonth)) %>%
select(-yearmonth)
# Store dates for plotting
dates <- portfolio_returns$date
# Prepare feature matrix
X <- portfolio_returns %>%
mutate(
month = month(date),
year = year(date)
) %>%
select(-date, -return) # Exclude date and target variable `return`
# Target variable
y <- portfolio_returns$return
# Scale features
preprocess_params <- preProcess(X, method = c("center", "scale"))
X_scaled <- predict(preprocess_params, X) # Only apply scaling to X
# Split data into training and testing sets
n <- nrow(X_scaled)
train_size <- floor(0.8 * n) # First 80% of the rows for training
X_train <- X_scaled[1:train_size, ]
X_test <- X_scaled[(train_size + 1):n, ]
y_train <- y[1:train_size]
y_test <- y[(train_size + 1):n]
train_dates <- dates[1:train_size]
test_dates <- dates[(train_size + 1):n]
# Train Random Forest model
set.seed(123)
rf_model <- randomForest(
x = X_train,
y = y_train,
ntree = 500, # Number of trees
mtry = floor(sqrt(ncol(X_train))), # Number of variables randomly sampled at each split
importance = TRUE # Enable calculation of feature importance
)
# Make predictions
train_pred <- predict(rf_model, X_train)
test_pred <- predict(rf_model, X_test)
# Calculate R-squared
train_r2 <- cor(train_pred, y_train)^2
test_r2 <- cor(test_pred, y_test)^2
# Prepare data for historical plot
plot_data <- tibble(
date = c(train_dates, test_dates),
actual = c(y_train, y_test),
predicted = c(train_pred, test_pred),
set = c(rep("Training", length(train_pred)), rep("Testing", length(test_pred)))
)
# Create historical plot
historical_plot <- ggplot(plot_data, aes(x = date)) +
geom_line(aes(y = actual, color = "Actual"), size = 0.8) +
geom_line(aes(y = predicted, color = "Predicted"), size = 0.8) +
geom_vline(xintercept = as.numeric(max(train_dates)), # Vertical line reflects training data end
linetype = "dashed", color = "gray50") +
labs(title = "Portfolio Return Prediction Results",
x = "Date",
y = "Return",
color = "Legend") +
theme_minimal() +
theme(legend.position = "bottom")
# Generate future dates for forecasting
last_date <- max(dates)
future_dates <- seq(last_date + months(1), last_date + years(forecast_years), by = "month")
# Create feature matrix for future prediction
future_features <- tibble(
date = future_dates,
month = month(future_dates),
year = year(future_dates)
)
# Scale future features
future_features_scaled <- predict(preprocess_params, future_features |> select(-date))
# Make future predictions
future_pred <- predict(rf_model, future_features_scaled)
# Create forecast plot
forecast_data <- tibble(
date = future_dates,
predicted = future_pred,
set = "Forecast"
)
forecast_plot <- ggplot(forecast_data, aes(x = date, y = predicted)) +
geom_line(color = "blue", size = 0.8) +
labs(title = "Forecast of Portfolio Returns",
x = "Date",
y = "Return",
color = "Legend") +
theme_minimal() +
theme(legend.position = "bottom")
# Return results
return(list(
model = rf_model,
train_r2 = train_r2,
test_r2 = test_r2,
historical_plot = historical_plot,
forecast_plot = forecast_plot
))
}# calling function
results_rf <- prepare_and_train_rf(lagged_portfolio)
# Print metrics
cat("Training R-squared:", results_rf$train_r2, "\n")Training R-squared: 0.6115881 cat("Test R-squared:", results_rf$test_r2, "\n")Test R-squared: 0.03023433 # Display plots
print(results_rf$historical_plot)
print(results_rf$forecast_plot)
Remarks: In comparison to the Light GBM, the train score was significantly higher, although the test score was a bit lower. This indicates a little more overfitting. Looking at train and test plot, the model does not accurately hit the drop in 2020, which is to be expected, although it shows a slight dip which is somewhat significant given it was an unforeseen event.
Light Graident Boosting Model (Light GBM)
# Function to prepare data and train LightGBM model
prepare_and_train_lgbm <- function(data, forecast_years = 3) {
# Convert to tibble to avoid tsibble index conflicts
data_tbl <- as_tibble(data)
# Calculate average monthly returns across all tickers
portfolio_returns <- data_tbl |>
mutate(date = as.Date(date)) |>
group_by(yearmonth = yearmonth(date)) |> # Group by year and month
summarize(return = mean(return, na.rm = TRUE), .groups = "drop") |>
arrange(yearmonth)
# Convert `yearmonth` back to Date for compatibility
portfolio_returns <- portfolio_returns |>
mutate(date = as.Date(yearmonth)) |>
select(-yearmonth)
# Store dates for plotting
dates <- portfolio_returns$date
# Prepare feature matrix
X <- portfolio_returns |>
mutate(
month = month(date),
year = year(date)
) |>
select(-date, -return) # Exclude date and target variable `return`
# Target variable
y <- portfolio_returns$return
# Scale features
preprocess_params <- preProcess(X, method = c("center", "scale"))
X_scaled <- predict(preprocess_params, X) # Only apply scaling to X
# Split data into training and testing sets (80/20 split based on time)
n <- nrow(X_scaled)
train_size <- floor(0.8 * n) # First 80% of the rows for training
X_train <- X_scaled[1:train_size, ]
X_test <- X_scaled[(train_size + 1):n, ]
y_train <- y[1:train_size]
y_test <- y[(train_size + 1):n]
train_dates <- dates[1:train_size]
test_dates <- dates[(train_size + 1):n]
# Define hyperparameter grid
param_grid <- expand.grid(
learning_rate = c(0.01, 0.05, 0.1),
max_depth = c(3, 5, 7),
num_leaves = c(15, 31, 63),
feature_fraction = c(0.7, 0.8, 0.9),
min_data_in_leaf = c(10, 20, 50)
)
# Cross-validation function
cv_lgbm <- function(params) {
set.seed(123)
cv_folds <- createFolds(y_train, k = 5)
cv_scores <- numeric(5)
for (i in seq_along(cv_folds)) {
val_idx <- cv_folds[[i]]
dtrain <- lgb.Dataset(
data = as.matrix(X_train[-val_idx, ]),
label = y_train[-val_idx]
)
dval <- lgb.Dataset(
data = as.matrix(X_train[val_idx, ]),
label = y_train[val_idx]
)
model <- lgb.train(
params = list(
objective = "regression",
metric = "rmse",
learning_rate = params$learning_rate,
max_depth = params$max_depth,
num_leaves = params$num_leaves,
feature_fraction = params$feature_fraction,
min_data_in_leaf = params$min_data_in_leaf
),
data = dtrain,
valids = list(valid = dval),
nrounds = 1000,
early_stopping_rounds = 50,
verbose = -1
)
pred <- predict(model, as.matrix(X_train[val_idx, ]))
cv_scores[i] <- cor(pred, y_train[val_idx])^2
}
return(mean(cv_scores))
}
# Finding best parameters
cv_results <- apply(param_grid, 1, function(row) {
params <- as.list(row) # Convert each row to a named list
cv_lgbm(params)
})
best_params <- param_grid[which.max(cv_results), ]
# Train final model with optimal parameters
dtrain <- lgb.Dataset(data = as.matrix(X_train), label = y_train)
final_model <- lgb.train(
params = list(
objective = "regression",
metric = "rmse",
learning_rate = best_params$learning_rate,
max_depth = best_params$max_depth,
num_leaves = best_params$num_leaves,
feature_fraction = best_params$feature_fraction,
min_data_in_leaf = best_params$min_data_in_leaf
),
data = dtrain,
nrounds = 1000,
verbose = -1
)
# Make predictions
train_pred <- predict(final_model, as.matrix(X_train))
test_pred <- predict(final_model, as.matrix(X_test))
# Calculate R-squared
train_r2 <- cor(train_pred, y_train)^2
test_r2 <- cor(test_pred, y_test)^2
# Prepare data for historical plot
plot_data <- tibble(
date = c(train_dates, test_dates),
actual = c(y_train, y_test),
predicted = c(train_pred, test_pred),
set = c(rep("Training", length(train_pred)), rep("Testing", length(test_pred)))
)
# Create historical plot
historical_plot <- ggplot(plot_data, aes(x = date)) +
geom_line(aes(y = actual, color = "Actual"), size = 0.8) +
geom_line(aes(y = predicted, color = "Predicted"), size = 0.8) +
geom_vline(xintercept = as.numeric(max(train_dates)), # Vertical line reflects training data end
linetype = "dashed", color = "gray50") +
labs(title = "Portfolio Return Prediction Results",
x = "Date",
y = "Return",
color = "Legend") +
theme_minimal() +
theme(legend.position = "bottom")
# Generate future dates for forecasting
last_date <- max(dates)
future_dates <- seq(last_date + months(1), last_date + years(forecast_years), by = "month")
# Create feature matrix for future prediction
future_features <- tibble(
date = future_dates,
month = month(future_dates),
year = year(future_dates)
)
# Scale future features
future_features_scaled <- predict(preprocess_params, future_features %>% select(-date))
# Make future predictions
future_pred <- predict(final_model, as.matrix(future_features_scaled))
# Create forecast plot
forecast_data <- tibble(
date = future_dates,
predicted = future_pred,
set = "Forecast"
)
forecast_plot <- ggplot(forecast_data, aes(x = date, y = predicted)) +
geom_line(color = "blue", size = 0.8) +
labs(title = "Forecast of Portfolio Returns",
x = "Date",
y = "Return",
color = "Legend") +
theme_minimal() +
theme(legend.position = "bottom")
return(list(
model = final_model,
train_r2 = train_r2,
test_r2 = test_r2,
historical_plot = historical_plot,
forecast_plot = forecast_plot,
best_params = best_params
))
}Now I will analyze the results of the model
# call function and save it in variable
results_lgbm <- prepare_and_train_lgbm(lagged_portfolio)
# Print results
cat("Training R-squared:", results_lgbm$train_r2, "\n")Training R-squared: 0.4810039 cat("Test R-squared:", results_lgbm$test_r2, "\n")Test R-squared: 0.03970012 cat("\nBest hyperparameters:\n")
Best hyperparameters:print(results_lgbm$best_params) learning_rate max_depth num_leaves feature_fraction min_data_in_leaf
111 0.1 3 15 0.8 20# Display plots
print(results_lgbm$historical_plot)
print(results_lgbm$forecast_plot)
Remarks: The forecasted portfolio returns model generalizes about the same as the individual tickers. The model is certainly overfitting. We can see from the learning rate, that the model is taking small steps. However, due to max_depth = 3, the tree is pretty shallow which decreases model complexity. Num_leaves = 15 asserts a good balance of complexity, which should also increase its ability to generalize. Feature Fraction (0.8) introduces randomness to prevent overfitting while still using a majority of the features. Overall, with hypertuning, the model should be able to generalize to the new data, yet it predicts future returns poorly.
Conclusions
Future suggestions: A different portfolio strategy. Rather than selection tickers based on covariance, it is more beneficial to select tickers more high returns (although I have done a combination of the two, I feel it was not adequate). Potentially a good way to go about creating a high returning portfolio would be to use a model like SVR and forecast future returns. Based off those forecasts, you can then use descriptive and prescriptive analysis in conjunction to make a decision.
The best tuned models were Light GBM and Random Forest Regression.
Appendix
Sources
- https://www.geeksforgeeks.org/exploring-machine-learning-approaches-for-timeseries/ https://www.kaggle.com/code/konradb/ts-3-time-series-for-finance/notebook
- https://towardsdatascience.com/neural-network-mlp-for-time-series-forecasting-in-practice-04c47c1e3711
- https://otexts.com/fpp3/
- https://perhuaman.wordpress.com/wp-content/uploads/2014/09/analysis-of-financial-time-series-2nd-edition.pdf
Note
AI was used to optimize plotting, trouble shoot, and for function creation. My work was also supported by the sources mentioned above.